Relaxed Lagrangian duality in convex infinite optimization: reverse strong duality and optimality

Authors Nguyen Thi Dinh, Miguel Angel Goberna, Marco Antonio López Cerdá, M. Volle

Publication date 17 June 2021

Convex programming (90C25) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Duality theory (optimization) (49N15)

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.

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