Constraint Qualifications Characterizing Lagrangian Duality in Convex Optimization |
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| Authors: | V Jeyakumar |
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| Institution: | (1) Department of Applied Mathematics, University of New South Wales, Sydney, NSW, Australia |
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| Abstract: | In convex optimization, a constraint qualification (CQ) is an essential ingredient for the elegant and powerful duality theory.
Various constraint qualifications which are sufficient for the Lagrangian duality have been given in the literature. In this
paper, we present constraint qualifications which characterize completely the Lagrangian duality. |
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| Keywords: | Convex programming Constraint qualifications Lagrangian duality Necessary and sufficient conditions |
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