We prove a strong duality result between a convex optimization problem with both cone and equality constraints and its Lagrange dual formulation, provided that a constraint qualification condition related to the notion of quasi-relative interior holds true. In such a way we overcome the difficulty that the interior of the set involved in the regularity condition is empty.
REMARKS ON GENERAL INFINITE DIMENSIONAL DUALITY WITH CONE AND EQUALITY CONSTRAINTS / Daniele, P; Giuffre', Sofia; Maugeri, A. - In: COMMUNICATIONS IN APPLIED ANALYSIS. - ISSN 1083-2564. - 13:4(2009), pp. 567-578.
REMARKS ON GENERAL INFINITE DIMENSIONAL DUALITY WITH CONE AND EQUALITY CONSTRAINTS
GIUFFRE', Sofia;
2009-01-01
Abstract
We prove a strong duality result between a convex optimization problem with both cone and equality constraints and its Lagrange dual formulation, provided that a constraint qualification condition related to the notion of quasi-relative interior holds true. In such a way we overcome the difficulty that the interior of the set involved in the regularity condition is empty.File in questo prodotto:
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