Refinements and Extensions of Some Strong Duality Theorems in Conic Linear Programming

被引:0
|
作者
Luan, Nguyen Ngoc [1 ,2 ]
Yen, Nguyen Dong [2 ]
机构
[1] Hanoi Natl Univ Educ, Dept Math & Informat, 136 Xuan Thuy, Hanoi, Vietnam
[2] Vietnam Acad Sci & Technol, Inst Math, 18 Hoang Quoc Viet, Hanoi 10072, Vietnam
关键词
Infinite-dimensional conic linear program; Finite-dimensional conic linear program; Strong duality; Solution existence; Generalized relative interior; Quasi-regularity; Generalized polyhedral convex cone;
D O I
10.1007/s40306-024-00543-7
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we establish a series of new results on strong duality and solution existence for conic linear programs in locally convex Hausdorff topological vector spaces and finite-dimensional Euclidean spaces. Namely, under certain regularity conditions based on quasi-relative interiors of convex sets, we prove that if one problem in the dual pair consisting of a primal program and its dual has a solution, then the other problem also has a solution, and the optimal values of the problems are equal. In addition, we show that if the cones are generalized polyhedral convex, then the regularity conditions can be omitted. Moreover, if the spaces are finite-dimensional and the ordering cones are closed convex, then instead of the solution existence condition, it suffices to require the finiteness of the optimal value. The present paper complements our recent research work [Luan, N.N., Yen, N.D.: Strong duality and solution existence under minimal assumptions in conic linear programming. J. Optim. Theory Appl. (https://doi.org/10.1007/s10957-023-02318-w)].
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页码:545 / 561
页数:17
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