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Description
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.
Subject
mathematical programming
quasiconvex functions
surrogate duality
constraint qualification
Journal Title
Journal of Optimization Theory and Applications
Volume
152
Issue
2
Start Page
366
End Page
377
ISSN
00223239
Published Date
2012-02
DOI
DOI Date
2015-07-14
NCID
AA00253056
Publisher
Springer
NII Type
Journal Article
Format
PDF
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.
Text Version
著者版
OAI-PMH Set
Interdisciplinary Graduate School of Science and Engineering