Relaxed Lagrangian duality in convex infinite optimization: reverse strong duality and optimality
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Publication:6370528
arXiv2106.09299MaRDI QIDQ6370528FDOQ6370528
Authors: Nguyen Thi Dinh, Miguel Angel Goberna, Marco Antonio López Cerdá, M. Volle
Publication date: 17 June 2021
Abstract: We associate with each convex optimization problem posed on some locally convex space with an infinite index set T, and a given non-empty family H formed by finite subsets of T, a suitable Lagrangian-Haar dual problem. We provide reverse H-strong duality theorems, H-Farkas type lemmas and optimality theorems. Special attention is addressed to infinite and semi-infinite linear optimization problems.
Convex programming (90C25) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Duality theory (optimization) (49N15)
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