Generalized Courant–Beltrami penalty functions and zero duality gap for conic convex programs

Generalized Courant–Beltrami penalty functions and zero duality gap for conic convex programs This article provides a general zero duality gap criterion for conic convex programs, using to this respect a generalized Courant–Beltrami penalty function. Our main theorem is formulated only in terms of the vector-valued constraint function of the program, hence holding true for any objective function fulfilling one of the standard qualification criteria of Moreau–Rockafellar or Attouch–Brézis type. This result generalizes recent theorems by Champion, Ban and Song and Jeyakumar and Li. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Positivity Springer Journals

Generalized Courant–Beltrami penalty functions and zero duality gap for conic convex programs

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Publisher
Springer Journals
Copyright
Copyright © 2012 by Springer Basel
Subject
Mathematics; Fourier Analysis; Operator Theory; Potential Theory; Calculus of Variations and Optimal Control; Optimization; Econometrics
ISSN
1385-1292
eISSN
1572-9281
D.O.I.
10.1007/s11117-012-0214-4
Publisher site
See Article on Publisher Site

Abstract

This article provides a general zero duality gap criterion for conic convex programs, using to this respect a generalized Courant–Beltrami penalty function. Our main theorem is formulated only in terms of the vector-valued constraint function of the program, hence holding true for any objective function fulfilling one of the standard qualification criteria of Moreau–Rockafellar or Attouch–Brézis type. This result generalizes recent theorems by Champion, Ban and Song and Jeyakumar and Li.

Journal

PositivitySpringer Journals

Published: Nov 18, 2012

References

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