Lagrangian duality for a class of infinite programming problems |
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Authors: | Thomas W Reiland |
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Institution: | Graduate Program in Operations Research and Department of Statistics , North Carolina State University , Raleigh, North Carolina, 27650 |
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Abstract: | First-order necessary conditions of the Kuhn-Tucker type and strong duality are established for a general class of continuous time programming problems. To obtain these results a generalized Farkas' Theorem, stated in terms of convex and dual cones, is implemented in conjunction with a constraint qualification analogous to that found in finite-dimensional programming. The assumptions imposed are weaker than those needed in previous approaches to duality for this type of problem. |
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