首页 | 本学科首页   官方微博 | 高级检索  
     


On strong and total Lagrange duality for convex optimization problems
Authors:Radu Ioan Bo?  Sorin-Mihai Grad
Affiliation:Faculty of Mathematics, Chemnitz University of Technology, D-09107 Chemnitz, Germany
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.
Keywords:Conjugate functions   Lagrange dual problem   Basic constraint qualification   (Locally) Farkas-Minkowski condition   Stable strong duality
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号