Duality theory and applications to unilateral problems (Q462994): Difference between revisions

The authors consider the problem of strong duality between an infinite-dimensional convex optimization problem with cone and equality constraints and its Lagrange dual. Necessary and sufficient conditions and some sufficient conditions that the strong duality holds are given. Instead of the usual conditions based on the interior, on the core, on the intrinsic core or the strong quasi-relative interior of the ordering cone, a new condition, called Assumption S, is introduced in order to get the desired strong duality necessary and sufficient conditions. An important application on the existence of the Lagrange multipliers associated with a specific optimization problem is made as well.