Some convex programs without a duality gap
From MaRDI portal
The author studies the convex programming problem: \[ v_{P} = \min f_o(x) \text{ s.t. } f_{i}(x) \leq 0,\;i=1,\ldots,m\tag{P} \] where each \(f_i:\mathbb{R}^{n}\rightarrow (-\infty,\infty)\) is a proper convex lower semicontinuous function and its associated dual: \[ v_{D} = \max q(\mu) \text{ where } q(\mu) = \inf_{x}\{f_o(x)+ \sum _{i=1}^m f_{i}(x)\}, \mu \geq 0.\tag{D} \] The main result concerns the non-existence of the duality gap i.e. \(v_{P} = v_{D}\). It is shown that for separable functions \(f_o, f_1,\ldots,f_m\) the relation \(v_{P} = v_{D}\) holds under the assumption of \(\text{dom } f_o \subseteq \bigcap_{1=1}^{m} \text{ dom } f_{i}\) where \(\text{dom } f = \{x|f(x) < \infty\}\). The author gives also a sufficient condition involving weakly analytic functions.
Recommendations
- Ordinary convex programs without a duality gap
- Some robust convex programs without a duality gap
- Dual semidefinite programs without duality gaps for a class of convex minimax programs
- scientific article; zbMATH DE number 3847230
- Duality gap in convex programming
- scientific article; zbMATH DE number 3934789
- Duality theorems for separable convex programming without qualifications
- Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality
- Zero duality gap for a class of nonconvex optimization problems
- Zero duality gap for convex programs: a generalization of the Clark-Duffin theorem
Cites work
- A sufficient condition for lower semicontinuity of solution sets of systems of convex inequalities
- An ϵ-Out-of-Kilter Method for Monotropic Programming
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Convex Analysis
- Convex analysis and nonlinear optimization. Theory and examples
- Duality gap in convex programming
- Existence of optimal solutions and duality results under weak conditions
- scientific article; zbMATH DE number 417962 (Why is no real title available?)
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 3961334 (Why is no real title available?)
- scientific article; zbMATH DE number 3799413 (Why is no real title available?)
- scientific article; zbMATH DE number 1821400 (Why is no real title available?)
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- scientific article; zbMATH DE number 3399051 (Why is no real title available?)
- Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems
- Ordinary convex programs without a duality gap
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- Proximal Minimization Methods with Generalized Bregman Functions
- Sequential Lagrangian conditions for convex programs with applications to semidefinite programming
- Stochastic programming duality: \({\mathcal L}^\infty\) multipliers for unbounded constraints with an application to mathematical finance
Cited in
(27)- Duality gap of the conic convex constrained optimization problems in normed spaces
- Extended monotropic programming and duality
- A note on d-stability of convex programs and limiting Lagrangians
- Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap
- On the absence of duality gap for Lagrange-type functions
- Duality gap in convex programming
- Stable zero Lagrange duality for DC conic programming
- On the lower semicontinuity of the value function and existence of solutions in quasiconvex optimization
- A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints
- Duality theorems for separable convex programming without qualifications
- Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint
- Ordinary convex programs without a duality gap
- Dual characterizations of set containments involving uncertain polyhedral sets in Banach spaces with applications
- Some robust convex programs without a duality gap
- Regularity conditions via generalized interiority notions in convex optimization: New achievements and their relation to some classical statements
- scientific article; zbMATH DE number 3934789 (Why is no real title available?)
- scientific article; zbMATH DE number 3939125 (Why is no real title available?)
- scientific article; zbMATH DE number 3970543 (Why is no real title available?)
- New dual constraint qualifications characterizing zero duality gaps of convex programs and semidefinite programs
- Convex Functions with Unbounded Level Sets and Applications to Duality Theory
- Dual semidefinite programs without duality gaps for a class of convex minimax programs
- Conditions for zero duality gap in convex programming
- Further study on strong Lagrangian duality property for invex programs via penalty functions
- New strong duality results for convex programs with separable constraints
- Farkas' lemma for separable sublinear inequalities without qualifications
- Stable zero duality gaps in convex programming: complete dual characterisations with applications to semidefinite programs
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
This page was built for publication: Some convex programs without a duality gap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q959958)
