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CONSTRAINT QUALIFICATIONS FOR EXTENDED FARKAS'S LEMMAS AND LAGRANGIAN DUALITIES IN CONVEX INFINITE PROGRAMMING.

Authors :
FANG, D. H.
LI, C.
NG, K. F.
Source :
SIAM Journal on Optimization. 2009, Vol. 20 Issue 3, p1311-1332. 22p.
Publication Year :
2009

Abstract

For an inequality system defined by a possibly infinite family of proper functions (not necessarily lower semicontinuous), we introduce some new notions of constraint qualifications in terms of the epigraphs of the conjugates of these functions. Under the new constraint qualifications, we obtain characterizations of those reverse-convex inequalities which are a consequence of the constrained system, and we provide necessary and/or sufficient conditions for a stable Farkas lemma to hold. Similarly, we provide characterizations for constrained minimization problems to have the strong or strong stable Lagrangian dualities. Several known results in the conic programming problem are extended and improved. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
20
Issue :
3
Database :
Academic Search Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
56534368
Full Text :
https://doi.org/10.1137/080739124