Some convex programs without a duality gap

成果类型:
Article; Proceedings Paper
署名作者:
Tseng, Paul
署名单位:
University of Washington; University of Washington Seattle
刊物名称:
MATHEMATICAL PROGRAMMING
ISSN/ISSBN:
0025-5610
DOI:
10.1007/s10107-007-0110-z
发表日期:
2009
页码:
553-578
关键词:
摘要:
An important issue in convex programming concerns duality gap. Various conditions have been developed over the years that guarantee no duality gap, including one developed by Rockafellar (Network flows and monotropic programming. Wiley-Interscience, New York, 1984)involving separable objective function and affine constraints. We show that this sufficient condition can be further relaxed to allow the constraint functions to be separable. We also refine a sufficient condition involving weakly analytic functions by allowing them to be extended-real-valued.