Some convex programs without a duality gap

Some convex programs without a duality gap
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DOI:
10.1007/s10107-007-0110-z
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发表时间:
2008-06
影响因子:
2.7
通讯作者:
P. Tseng
P. Tseng
中科院分区:
数学2区
文献类型:
--
作者:
P. Tseng

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凸规划中的一个重要问题涉及对偶间隙。多年来,已经开发出各种保证不存在对偶间隙的条件,其中包括 Rockafellar 开发的一种条件(网络流和单向规划。Wiley-Interscience,纽约,1984 年),涉及可分离的目标函数和仿射约束。我们证明这个充分条件可以进一步放宽以允许约束函数可分离。我们还通过允许弱解析函数扩展实值来完善涉及弱解析函数的充分条件。
An important issue in convex programming concerns duality gap. Various conditions have been developed over the years that guarantee no duality gap, including one developed by Rockafellar (Network flows and monotropic programming. Wiley-Interscience, New York, 1984)involving separable objective function and affine constraints. We show that this sufficient condition can be further relaxed to allow the constraint functions to be separable. We also refine a sufficient condition involving weakly analytic functions by allowing them to be extended-real-valued.