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On strong and total Lagrange duality for convex optimization problems

  • Fac. Math. of the TU

Research output: Contribution to journalArticlepeer-review

Abstract

We give some necessary and sufficient conditions which completely characterize the strong and total Lagrange duality, respectively, for convex optimization problems in separated locally convex spaces. We also prove similar statements for the problems obtained by perturbing the objective functions of the primal problems by arbitrary linear functionals. In the particular case when we deal with convex optimization problems having infinitely many convex inequalities as constraints the conditions we work with turn into the so-called Farkas-Minkowski and locally Farkas-Minkowski conditions for systems of convex inequalities, recently used in the literature. Moreover, we show that our new results extend some existing ones in the literature.

Original languageEnglish
Pages (from-to)1315-1325
Number of pages11
JournalJournal of Mathematical Analysis and Applications
Volume337
Issue number2
DOIs
Publication statusPublished - 15 Jan 2008
Externally publishedYes

Keywords

  • (Locally) Farkas-Minkowski condition
  • Basic constraint qualification
  • Conjugate functions
  • Lagrange dual problem
  • Stable strong duality

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