Back to Search
Start Over
New Constraint Qualification and Conjugate Duality for Composed Convex Optimization Problems.
- Source :
- Journal of Optimization Theory & Applications; Nov2007, Vol. 135 Issue 2, p241-255, 15p
- Publication Year :
- 2007
-
Abstract
- We present a new constraint qualification which guarantees strong duality between a cone-constrained convex optimization problem and its Fenchel-Lagrange dual. This result is applied to a convex optimization problem having, for a given nonempty convex cone K, as objective function a K-convex function postcomposed with a K-increasing convex function. For this so-called composed convex optimization problem, we present a strong duality assertion, too, under weaker conditions than the ones considered so far. As an application, we rediscover the formula of the conjugate of a postcomposition with a K-increasing convex function as valid under weaker conditions than usually used in the literature. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 135
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 27710644
- Full Text :
- https://doi.org/10.1007/s10957-007-9247-4