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A semi-infinite programming problem is an optimization problem in which finitely many variables appear in infinitely many constraints. This model naturally arises in an abundant number of applications in different fields of mathematics, economics and engineering. The paper, which intends to make a compromise between an introduction and a survey, treats the… (More)

We consider the optimization problem (P A) inf x∈X {f (x) + g(Ax)} where f and g are proper convex functions defined on locally convex Hausdorff topological vector spaces X and Y respectively, and A is a linear operator from X to Y. By using the properties of the epigraph of the conjugated functions, some sufficient and necessary conditions for the strong… (More)

We provide a rule to calculate the subdifferential of the pointwise supremum of an arbitrary family of convex functions defined on a real locally convex topological vector space. Our formula is given exclusively in terms of the data functions, and does not require any assumption either on the index set on which the supremum is taken or on the involved… (More)

This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to parametric problems of semi-infinite and infinite programming, where decision variables run over finite-dimensional and infinite-dimensional spaces, respectively. Part I is primarily devoted to the study of robust Lipschitzian stability of… (More)