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New strong duality results for convex programs with separable constraints
Authors:V. Jeyakumar  G. Li
Affiliation:Department of Applied Mathematics, University of New South Wales, Sydney 2052, Australia
Abstract:
It is known that convex programming problems with separable inequality constraints do not have duality gaps. However, strong duality may fail for these programs because the dual programs may not attain their maximum. In this paper, we establish conditions characterizing strong duality for convex programs with separable constraints. We also obtain a sub-differential formula characterizing strong duality for convex programs with separable constraints whenever the primal problems attain their minimum. Examples are given to illustrate our results.
Keywords:Strong duality   Separable convex constraints   Constraint qualifications   Convex programming
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