Constraint qualifications for optimality conditions and total Lagrange dualities in convex infinite programming

被引:66
作者
Fang, D. H. [1 ]
Li, C. [2 ,3 ]
Ng, K. F. [4 ,5 ]
机构
[1] Jishou Univ, Coll Math & Comp Sci, Jishou 416000, Peoples R China
[2] Zhejiang Univ, Dept Math, Hangzhou 310027, Zhejiang, Peoples R China
[3] King Saud Univ, Coll Sci, Dept Math, Riyadh 11451, Saudi Arabia
[4] Chinese Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China
[5] Chinese Univ Hong Kong, IMS, Hong Kong, Hong Kong, Peoples R China
基金
中国国家自然科学基金;
关键词
Convex inequality system; Optimality condition; Total Lagrangian duality; Conic programming; RESTRICTED RANGE APPROXIMATION; OPTIMIZATION PROBLEMS; DIMENSIONAL SPACES; SUBDIFFERENTIAL CALCULUS; REGULARITY CONDITIONS; INEQUALITY SYSTEMS; FENCHEL DUALITY; STRONG CHIP;
D O I
10.1016/j.na.2010.04.020
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For an inequality system defined by an infinite family of proper convex functions (not necessarily lower semicontinuous), we introduce some new notions of constraint qualifications. Under the new constraint qualifications, we provide necessary and/or sufficient conditions for the KKT rules to hold. Similarly, we provide characterizations for constrained minimization problems to have total Lagrangian dualities. Several known results in the conic programming problem are extended and improved. (C) 2010 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1143 / 1159
页数:17
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