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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

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✦ 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


Constraint qualifications for optimality
✍ D.H. Fang; C. Li; K.F. Ng 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 437 KB

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.