ON OPTIMALITY AND DUALITY RESULTS OF CONVEX SEMI-INFINITE PROGRAMMING PROBLEMS

Abstract

This project report is on the optimality and duality condition for convex semi-infinite programming problem.A semi-infinite program is the prob lem in which, there are infinite number of constraints and finite number of variables. The main results are for the convex semi-infinite program ming problem, whose constrains have uniform mean value property. A comparison between necessary and sufficient condition of optimality with The Fritz John and Kuhn-Tucker conditions is explained for such prob lems. The strong duality relation between primal and dual problem are established.