Fenchel duality and separably infinite programs

Borwein, Jonathan M. and Kortanek, K. O. (1983) Fenchel duality and separably infinite programs. Math. Operationsforchung, 14 . pp. 37-48.

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In two recent papers Chabnes, Gbibie, and Kortanek studied a special class of infinite linear programs where only a finite number of variables appear in an infinite number of constraints and where only a finite number of constraints have an infinite number of variables. Termed separably-infinite programs, their duality was used to characterize a class of saddle value problems as a uniextremai principle. We show how this characterization can be derived and extended within Fenchel and Rockafellar duality, and that the values of the dual separably-infinite programs embrace the values of the Fenchel dual pair within their interval. The development demonstrates that the general finite dimensional Fenchel dual pair is equivalent to a dual pair of separably-infinite programs when certain cones of coefficients are closed.

Item Type: Article
Depositing User: Mrs Naghmana Tehseen
Date Deposited: 21 Feb 2015 16:35
Last Modified: 21 Feb 2015 16:35

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