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.
|Titolo:||REMARKS ON GENERAL INFINITE DIMENSIONAL DUALITY WITH CONE AND EQUALITY CONSTRAINTS|
|Data di pubblicazione:||2009|
|Appare nelle tipologie:||1.1 Articolo in rivista|