On a new approach to optimality conditions for Convex
Semi-Infinite Programming
We consider convex problem of Semi-Infinite
Programming (SIP) with multi - dimensional index set. In study of these problems we apply a new
approach based on the notions of immobile indices and their immobility orders. We
formulate the first order optimality conditions for conves SIP that are explicit and have
the form of criterion. We compare this criterion with other known optimality conditions
for SIP and show its efficiency in the convex case.