New Farkas-type constraint qualifications in convex infinite programming

被引:101
作者
Dinh, Nguyen
Goberna, Miguel A.
Lopez, Marco A.
Son, Ta Quang
机构
[1] Vietnam Natl Univ HCM City, Int Univ, Dept Math, Ho Chi Minh City, Vietnam
[2] Univ Alicante, Dept Stat & Operat Res, E-03080 Alicante, Spain
[3] Nha Trang Coll Educ, Nha Trang, Vietnam
关键词
convex infinite programming; KKT and saddle point optimality conditions; duality theory; Farkas-type; constraint qualification;
D O I
10.1051/cocv:2007027
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper provides KKT and saddle point optimality conditions, duality theorems and stability theorems for consistent convex optimization problems posed in locally convex topological vector spaces. The feasible sets of these optimization problems are formed by those elements of a given closed convex set which satisfy a (possibly infinite) convex system. Moreover, all the involved functions are assumed to be convex, lower semicontinuous and proper (but not necessarily real-valued). The key result in the paper is the characterization of those reverse-convex inequalities which are consequence of the constraints system. As a byproduct of this new versions of Farkas' lemma we also characterize the containment of convex sets in reverse-convex sets. The main results in the paper are obtained under a suitable Farkas-type constraint qualifications and/or a certain closedness assumption.
引用
收藏
页码:580 / 597
页数:18
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