Necessary and Sufficient Constraint Qualification for Surrogate Duality

Journal of Optimization Theory and Applications Volume 152 Issue 2 Page 366-377 published_at 2012-02
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Title
Necessary and Sufficient Constraint Qualification for Surrogate Duality
Creator
Source Title
Journal of Optimization Theory and Applications
Volume 152
Issue 2
Start Page 366
End Page 377
Journal Identifire
ISSN 00223239
Descriptions
In mathematical programming, constraint qualifications are essential elements for duality theory. Recently, necessary and sufficient constraint qualifications for Lagrange duality results have been investigated. Also, surrogate duality enables one to replace the problem by a simpler one in which the constraint function is a scalar one. However, as far as we know, a necessary and sufficient constraint qualification for surrogate duality has not been proposed yet. In this paper, we propose necessary and sufficient constraint qualifications for surrogate duality and surrogate min-max duality, which are closely related with ones for Lagrange duality.
Subjects
mathematical programming ( Other)
quasiconvex functions ( Other)
surrogate duality ( Other)
constraint qualification ( Other)
Language
eng
Resource Type journal article
Publisher
Springer
Date of Issued 2012-02
Rights
© Springer Science+Business Media, LLC 2011
The final publication is available at Springer via http://dx.doi.org/10.1007/s10957-011-9893-4.
Publish Type Accepted Manuscript
Access Rights open access
Relation
[DOI] 10.1007/s10957-011-9893-4
[NCID] AA00253056