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Characterizations of optimality without constraint qualification, I

Borwein, Jonathan M. and Wolkowicz, H. (1982) Characterizations of optimality without constraint qualification, I. Math. Programming Study, 19 . pp. 77-100.

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Abstract

We consider the general abstract convex program (P) minimize f(x), subject to g(x)∈−S, where f is an extended convex functional on X, g: X→Y is S-convex, S is a closed convex cone and X and Y are topological linear spaces. We present primal and dual characterizations for (P). These characterizations are derived by reducing the problem to a standard Lagrange multiplier problem. Examples given include operator constrained problems as well as semi-infinite programming problems.

Item Type: Article
Subjects: UNSPECIFIED
Faculty: UNSPECIFIED
Depositing User: Mrs Naghmana Tehseen
Date Deposited: 23 Feb 2015 13:54
Last Modified: 23 Feb 2015 13:54
URI: https://docserver.carma.newcastle.edu.au/id/eprint/1644

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