Duality gap in convex programming

DOI10.1007/S10107-003-0461-ZMaRDI QIDQ1881045zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 27 September 2004

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-003-0461-z

zbMATH Keywords

convex programmingduality gapproperty D

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Review text

The author gives a condition called property D which ensures that there is no duality gap between the general convex programming problem and its dual. The property D is stated in the general setting of quasiconvex functions over a normed vector space and then adapted for the case of convex functions in the finite-dimensional space. This is followed by establishing existence results for functions satisfying property D. It is claimed these generalize known results including those of \textit{R. T. Rockafellar} [J. Optimization Theory Appl. 7, 143--148 (1971; Zbl 0198.24604)] and \textit{A. Auslender} [Math. Program. 88, No. 1(A), 45--59 (2000; Zbl 0980.90063)].

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Cited in

(17)

• Gap continuity of multimaps
• Duality gap of the conic convex constrained optimization problems in normed spaces
• A note on d-stability of convex programs and limiting Lagrangians
• Existence of optimal solutions and duality results under weak conditions
• Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap
• Duality gaps in nonconvex stochastic optimization
• On the absence of duality gap for Lagrange-type functions
• On the lower semicontinuity of the value function and existence of solutions in quasiconvex optimization
• Duality gap in interval linear programming
• A gap function approach for concave programming
• scientific article; zbMATH DE number 3939125 (Why is no real title available?)
• Zero duality gap for convex programs: a generalization of the Clark-Duffin theorem
• Generalized Courant-Beltrami penalty functions and zero duality gap for conic convex programs
• Convex Functions with Unbounded Level Sets and Applications to Duality Theory
• On epsilon-stability in optimization
• On duality gap in linear conic problems
• Some convex programs without a duality gap

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