Xu, Mengwei; Wu, Soon-Yi; Ye, Jane - In: Computational Optimization and Applications 59 (2014) 3, pp. 591-616
In this paper, we study a semi-infinite programming (SIP) problem with a convex set constraint. Using the value function of the lower level problem, we reformulate SIP problem as a nonsmooth optimization problem. Using the theory of nonsmooth Lagrange multiplier rules and Danskin’s theorem, we...
