Motzkin decomposition of closed convex sets via truncation

A nonempty set F is called Motzkin decomposable when it can be expressed as the Minkowski sum of a compact convex set C with a closed convex cone D. In that case, the sets C and D are called compact and conic components of F. This paper provides new characterizations of the Motzkin decomposable sets involving truncations of F (i.e., intersections of FF with closed halfspaces), when F contains no lines, and truncations of the intersection F̂ of F with the orthogonal complement of the lineality of F, otherwise. In particular, it is shown that a nonempty closed convex set F is Motzkin decomposable if and only if there exists a hyperplane H parallel to the lineality of F such that one of the truncations of F̂ induced by H is compact whereas the other one is a union of closed halflines emanating from H. Thus, any Motzkin decomposable set F can be expressed as F=C+D, where the compact component C is a truncation of F̂. These Motzkin decompositions are said to be of type T when F contains no lines, i.e., when C is a truncation of F. The minimality of this type of decompositions is also discussed.

Constraint qualifications in linear vector semi-infinite optimization

Linear vector semi-infinite optimization deals with the simultaneous minimization of finitely many linear scalar functions subject to infinitely many linear constraints. This paper provides characterizations of the weakly efficient, efficient, properly efficient and strongly efficient points in terms of cones involving the data and Karush–Kuhn–Tucker conditions. The latter characterizations rely on different local and global constraint qualifications. The global constraint qualifications are illustrated on a collection of selected applications.

Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty

The multiobjective optimization model studied in this paper deals with simultaneous minimization of finitely many linear functions subject to an arbitrary number of uncertain linear constraints. We first provide a radius of robust feasibility guaranteeing the feasibility of the robust counterpart under affine data parametrization. We then establish dual characterizations of robust solutions of our model that are immunized against data uncertainty by way of characterizing corresponding solutions of robust counterpart of the model. Consequently, we present robust duality theorems relating the value of the robust model with the corresponding value of its dual problem.

Calmness of the Feasible Set Mapping for Linear Inequality Systems

In this paper we deal with parameterized linear inequality systems in the n-dimensional Euclidean space, whose coefficients depend continuosly on an index ranging in a compact Hausdorff space. The paper is developed in two different parametric settings: the one of only right-hand-side perturbations of the linear system, and that in which both sides of the system can be perturbed. Appealing to the backgrounds on the calmness property, and exploiting the specifics of the current linear structure, we derive different characterizations of the calmness of the feasible set mapping, and provide an operative expresion for the calmness modulus when confined to finite systems. In the paper, the role played by the Abadie constraint qualification in relation to calmness is clarified, and illustrated by different examples. We point out that this approach has the virtue of tackling the calmness property exclusively in terms of the system’s data.

Constraint qualifications in convex vector semi-infinite optimization

Convex vector (or multi-objective) semi-infinite optimization deals with the simultaneous minimization of finitely many convex scalar functions subject to infinitely many convex constraints. This paper provides characterizations of the weakly efficient, efficient and properly efficient points in terms of cones involving the data and Karush–Kuhn–Tucker conditions. The latter characterizations rely on different local and global constraint qualifications. The results in this paper generalize those obtained by the same authors on linear vector semi-infinite optimization problems.