PARTIALLY FINITE CONVEX-PROGRAMMING .2. EXPLICIT LATTICE MODELS

被引:40
|
作者
BORWEIN, JM [1 ]
LEWIS, AS [1 ]
机构
[1] DALHOUSIE UNIV,DEPT MATH STAT & COMP SCI,HALIFAX B3H 3J5,NS,CANADA
关键词
CONVEX PROGRAMMING; DUALITY; CONSTRAINT QUALIFICATION; SEMI-INFINITE PROGRAMMING; CONSTRAINED APPROXIMATION; SPECTRAL ESTIMATION; TRANSPORTATION PROBLEM;
D O I
10.1007/BF01581073
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In Part I of this work we derived a duality theorem for partially finite convex programs, problems for which the standard Slater condition fails almost invariably. Our result depended on a constraint qualification involving the notion of quasi relative interior. The derivation of the primal solution from a dual solution depended on the differentiability of the dual objective function: the differentiability of various convex functions in lattices was considered at the end of Part I. In Part II we shall apply our results to a number of more concrete problems, including variants of semi-infinite linear programming, L1 approximation, constrained approximation and interpolation, spectral estimation, semi-infinite transportation problems and the generalized market area problem of Lowe and Hurter (1976). As in Part I, we shall use lattice notation extensively, but, as we illustrated there, in concrete examples lattice-theoretic ideas can be avoided, if preferred, by direct calculation.
引用
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页码:49 / 83
页数:35
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