Relaxed Larangian duality in convex infinite optimization: reducibility and strong duality

被引:3
|
作者
Dinh, N. [1 ]
Goberna, M. A. [2 ]
Lopez-Cerda, M. A. [2 ,3 ]
Volle, M. [4 ]
机构
[1] Vietnam Natl Univ HCMC, Dept Math, Ho Chi Minh City, Vietnam
[2] Univ Alicante, Dept Math, Alicante, Spain
[3] Federation Univ, CIAO, Ballarat, Vic, Australia
[4] Avignon Univ, Lab Math Avignon, EA 2151, Avignon, France
关键词
Convex infinite programming; Lagrangian duality; Haar duality; reducibility; CONSTRAINT QUALIFICATIONS; PROGRAMS;
D O I
10.1080/02331934.2022.2031192
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We associate with each convex optimization problem, posed on some locally convex space, with infinitely many constraints indexed by the set T, and a given non-empty family H of finite subsets of T, a suitable Lagrangian-Haar dual problem. We obtain necessary and sufficient conditions for H-reducibility, that is, equivalence to some subproblem obtained by replacing the whole index set T by some element of H. Special attention is addressed to linear optimization, infinite and semi-infinite, and to convex problems with a countable family of constraints. Results on zero H-duality gap and on H-(stable) strong duality are provided. Examples are given along the paper to illustrate the meaning of the results.
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页码:189 / 214
页数:26
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