Boţ, Radu Ioan ; Wanka, Gert : An alternative formulation for a new closed cone constraint qualification

Author(s):

Boţ, Radu Ioan
Wanka, Gert

Title:

An alternative formulation for a new closed cone constraint qualification

Electronic source:

application/pdf

Preprint series:

Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 20, 2004

Mathematics Subject Classification:

49N15			[ Duality theory ]
42A50			[ Conjugate functions, conjugate series, singular integrals ]
90C25			[ Convex programming ]

Abstract:

We give an alternative formulation for the so-called closed cone constraint qualification (CCCQ) related to a convex optimization problem in Banach spaces recently introduced in the literature. This new formulation allows to prove in a simple way that (CCCQ) is weaker than some generalized interior-point constraint qualifications given in the past. By means of some insights from the theory of conjugate duality we also show that strong duality still holds under some weaker hypotheses than the ones considered so far in the literature.

Keywords:

convex optimization, constraint qualifications, conjugate duality, weak and strong duality

Language:

English

Publication time:

3 / 2005