Bot, Radu Ioan ; Grad, Sorin Mihai ; Wanka, Gert : New regularity conditions for Lagrange and Fenchel-Lagrange duality in infinite dimensional spaces
- Author(s):
-
Bot, Radu Ioan
Grad, Sorin Mihai
Wanka, Gert
- Title:
- New regularity conditions for Lagrange and Fenchel-Lagrange duality in infinite dimensional spaces
- Electronic source:
-
application/pdf
- Preprint series:
- Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 13, 2006
- Mathematics Subject Classification:
-
90C25 [ Convex programming ] 42A50 [ Conjugate functions, conjugate series, singular integrals ] 49N15 [ Duality theory ] - Abstract:
- We give new regularity conditions based on epigraphs that assure strong duality between a given primal convex optimization problem and its Lagrange and Fenchel-Lagrange dual problems, respectively, in infinite dimensional spaces. Moreover we completely characterize through equivalent statements the so-called stable strong duality between the initial problem and the mentioned duals.
- Keywords:
- conjugate functions, Lagrange dual,
Fenchel-Lagrange dual, constraint qualifications, epigraphs
- Language:
-
English
- Publication time:
- 7 / 2006
