Strong duality for infinite-dimensional vector-valued programming problems (Q1108942)
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English | Strong duality for infinite-dimensional vector-valued programming problems |
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Strong duality for infinite-dimensional vector-valued programming problems (English)
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1989
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Let X, Y, and Z be locally convex real topological vector spaces, \(A\subset X\) a convex subset, and let \(C\subset Y\), \(E\subset Z\) be cones. Let f: \(X\to Z\) be E-concave and g: \(X\to Y\) be C-concave functions. We consider a concave programming problem with respect to an abstract cone and its strong dual problem as follows: \[ (P)\quad \max imize\quad f(x),\quad subject\quad to\quad x\in A,\quad g(x)\in C, \] \[ (SD)\quad \min imize\quad \{\cup_{\phi \in C\quad +}\max \{(f+\phi \circ g)(A):\quad E\}\}, \] where C \(+\) denotes the set of all nonnegative continuous linear operators from Y to Z and (SD) is the strong dual problem to (P). The authors find a necessary condition of strong saddle point for Problem (P) and establish the strong duality relationships between Problems (P) and (SD).
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cone concavity
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strong maximal points
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pseudo tangent cones
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locally convex real topological vector spaces
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cones
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concave programming
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strong dual
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nonnegative continuous linear operators
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necessary condition of strong saddle point
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