Duality for convex infinite optimization on linear spaces
نویسندگان
چکیده
This note establishes a limiting formula for the conic Lagrangian dual of convex infinite optimization problem, correcting classical version Karney [Math. Programming 27 (1983) 75-82] semi-infinite programs. A reformulation problem with single constraint leads to corresponding dual, called sup-dual, and also primal in case when strong Slater condition holds, which entails sup-duality.
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2022
ISSN: ['1862-4480', '1862-4472']
DOI: https://doi.org/10.1007/s11590-022-01865-x