Abstract
We show that a semi-infinite quasi-convex program with certain regularity conditions possesses finitely constrained subprograms with the same optimal value. This result is applied to various problems.
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Research partially funded by NSERC A4493.
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Borwein, J.M. Direct theorems in semi-infinite convex programming. Mathematical Programming 21, 301–318 (1981). https://doi.org/10.1007/BF01584251
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DOI: https://doi.org/10.1007/BF01584251