Bot, Radu Ioan ; Csetnek, Ernö Robert ; Wanka, Gert : Some new regularity conditions for Fenchel duality in real linear spaces

Author(s):

Bot, Radu Ioan
Csetnek, Ernö Robert
Wanka, Gert

Title:

Some new regularity conditions for Fenchel duality in real linear spaces

Electronic source:

application/pdf

Preprint series:

Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 8, 2006

Mathematics Subject Classification:

90C46			[ Optimality conditions, duality ]
49N15			[ Duality theory ]
90C25			[ Convex programming ]

Abstract:

In this paper we give a new regularity condition for Fenchel duality concerning convex optimization problems in real linear spaces. Then we prove that this condition is implied by some regularity conditions given so far in the literature for this general class of optimization problems. By giving an appropriate example we show that the new regularity condition is indeed weaker than the aforementioned ones.

Keywords:

conjugate functions, regularity condition, Fenchel duality, subdifferential sum formula

Language:

English

Publication time:

5 / 2006