4.pdf 102 KB
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.
Journal of Optimization Theory and Applications
© Springer Science+Business Media, LLC 2011
The final publication is available at Springer via http://dx.doi.org/10.1007/s10957-011-9893-4.
Interdisciplinary Graduate School of Science and Engineering