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Quasi-relative interior-type constraint qualifications ensuring strong Lagrange duality for optimization problems with cone and affine constraints

机译:拟相对内部类型约束条件,可确保针对锥和仿射约束的优化问题具有强拉格朗日对偶性

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摘要

In this article we provide weak sufficient strong duality conditions for a convex optimization problem with cone and affine constraints, stated in infinite dimensional spaces, and its Lagrange dual problem. Our results are given by using the notions of quasi-relative interior and quasi-interior for convex sets. The main strong duality theorem is accompanied by several stronger, yet easier to verify in practice, versions of it. As exemplification we treat a problem which is inspired from network equilibrium. Our results come as corrections and improvements to Daniele and Giuffré (2007) [9].
机译:在本文中,我们为无穷维空间中表示的具有锥和仿射约束的凸优化问题提供了弱的,足够强的对偶条件,以及其Lagrange对偶问题。我们的结果是通过使用凸集的拟相对内部和拟内部概念来给出的。主要的强对偶定理伴随着几个更强但在实践中更容易验证的版本。作为示例,我们处理一个受网络平衡启发的问题。我们的结果来自对Daniele和Giuffré(2007)[9]的更正和改进。

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