Regularity Conditions via Quasi-Relative Interior in Convex Programming

نویسندگان

  • Radu Ioan Bot
  • Ernö Robert Csetnek
  • Gert Wanka
چکیده

We give some new regularity conditions for Fenchel duality in separated locally convex vector spaces, written in terms of the notion of quasi interior and quasi-relative interior, respectively. We provide also an example of a convex optimization problem for which the classical generalized interior-point conditions given so far in the literature cannot be applied, while the one given by us is applicable. By using a technique developed by Magnanti, we derive some duality results for the optimization problem with cone constraints and its Lagrange dual problem, and we show that a duality result recently given in the literature for this pair of problems has self-contradictory assumptions.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 19  شماره 

صفحات  -

تاریخ انتشار 2008