Existence of optimal solutions and duality results under weak conditions (Q1591355): Difference between revisions
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English | Existence of optimal solutions and duality results under weak conditions |
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Existence of optimal solutions and duality results under weak conditions (English)
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10 September 2001
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The author considers an ordinary convex program with a finite infimum. He defines a class \({\mathcal F}\) of convex functions \(f:\mathbb{R}^N \to\mathbb{R} \cup\{ +\infty\}\) for which the associated program has a solution and has no duality gap. The class \({\mathcal F}\) contains, among others, quadratic convex functions and polynomial convex functions. No regularity condition is assumed.
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convex programming
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existence of optimal solutions
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duality
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convex analysis
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