Strong duality for generalized monotropic programming in infinite dimensions

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:400

Article

Burachik, Regina S.¹  Majeed, Saba N.¹ 

[1] Univ S Australia, Sch Math & Stat, Mawson Lakes, SA 5095, Australia

关键词: Monotropic programming;    Convex functions;    Convex cones;    Fenchel duality;    Epigraph of a convex function;    Conjugate function;   

DOI  :  10.1016/j.jmaa.2012.10.052

来源: Elsevier

【 摘 要 】

We establish duality results for the generalized monotropic programming problem in separated locally convex spaces. We formulate the generalized monotropic programming (GMP) as the minimization of a (possibly infinite) sum of separable proper convex functions, restricted to a closed and convex cone. We obtain strong duality under a constraint qualification based on the closedness of the sum of the epigraphs of the conjugates of the convex functions. When the objective function is the sum of finitely many proper closed convex functions, we consider two types of constraint qualifications, both of which extend those introduced in the literature. The first constraint qualification ensures strong duality, and is equivalent to the one introduced by Bot and Wanka. The second constraint qualification is an extension of Bertsekas' constraint qualification and we use it to prove zero duality gap. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free