On strong and total Lagrange duality for convex optimization problems |
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Authors: | Radu Ioan Bo? Sorin-Mihai Grad |
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Affiliation: | Faculty of Mathematics, Chemnitz University of Technology, D-09107 Chemnitz, Germany |
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Abstract: | We give some necessary and sufficient conditions which completely characterize the strong and total Lagrange duality, respectively, for convex optimization problems in separated locally convex spaces. We also prove similar statements for the problems obtained by perturbing the objective functions of the primal problems by arbitrary linear functionals. In the particular case when we deal with convex optimization problems having infinitely many convex inequalities as constraints the conditions we work with turn into the so-called Farkas-Minkowski and locally Farkas-Minkowski conditions for systems of convex inequalities, recently used in the literature. Moreover, we show that our new results extend some existing ones in the literature. |
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Keywords: | Conjugate functions Lagrange dual problem Basic constraint qualification (Locally) Farkas-Minkowski condition Stable strong duality |
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