Duality gap of the conic convex constrained optimization problems in normed spaces

被引:19
作者
Ban, Liqun [2 ]
Song, Wen [1 ]
机构
[1] Harbin Normal Univ, Dept Math, Harbin 150080, Peoples R China
[2] Harbin Univ Sci & Technol, Dept Math, Harbin 150080, Peoples R China
关键词
Zero duality gap; Conical-convex constrained optimization; S-convex mapping; D(y) property; Normed spaces;
D O I
10.1007/s10107-008-0207-z
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, motivated by a result due to Champion [Math. Program. 99, 2004], we introduce a property D(y) for a conic quasi-convex vector-valued function in a general normed space. We prove that this property D(y) characterizes the zero duality gap for a class of the conic convex constrained optimization problem in the sense that if this property is satisfied and the objective function f is continuous at some feasible point, then the duality gap is zero, and if this property is not satisfied, then there exists a linear continuous function f such that the duality gap is positive. We also present some sufficient conditions for the property D(y).
引用
收藏
页码:195 / 214
页数:20
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