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
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:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
