New regularity conditions for strong and total Fenchel–Lagrange duality in infinite dimensional spaces
✍ Scribed by Radu Ioan Boţ; Sorin-Mihai Grad; Gert Wanka
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 354 KB
- Volume
- 69
- Category
- Article
- ISSN
- 0362-546X
No coin nor oath required. For personal study only.
✦ Synopsis
We give new regularity conditions for convex optimization problems in separated locally convex spaces. We completely characterize the stable strong and strong Fenchel-Lagrange duality. Then we give similar statements for the case when a solution of the primal problem is assumed as known, obtaining complete characterizations for the so-called total and stable total Fenchel-Lagrange duality, respectively. For particular settings the conditions that we consider turn into some constraint qualifications already used by different authors, like Farkas-Minkowski CQ, locally Farkas-Minkowski CQ and basic CQ, and we rediscover and improve some recent results from the literature.
📜 SIMILAR VOLUMES
For an inequality system defined by an infinite family of proper convex functions (not necessarily lower semicontinuous), we introduce some new notions of constraint qualifications. Under the new constraint qualifications, we provide necessary and/or sufficient conditions for the KKT rules to hold.