Complete characterizations of stable Farkas' lemma and cone-convex programming duality

• 成果类型: Article
• 署名作者: Jeyakumar, V.; Lee, G. M.
• 署名单位: University of New South Wales Sydney; Pukyong National University
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-007-0104-x
• 发表日期: 2008
• 页码: 335-347
• 关键词: 2nd-order

摘要

We establish necessary and sufficient conditions for a stable Farkas' lemma. We then derive necessary and sufficient conditions for a stable duality of a cone-convex optimization problem, where strong duality holds for each linear perturbation of a given convex objective function. As an application, we obtain stable duality results for convex semi-definite programs and convex second-order cone programs.