Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 1239.90084
Jeyakumar, Vaithilingam; Li, Guo Yin
New dual constraint qualifications characterizing zero duality gaps of convex programs and semidefinite programs. (English)
[J] Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e-Suppl., e2239-e2249 (2009). ISSN 0362-546X

Summary: We present new dual constraint qualifications which completely characterize the zero duality gap property for convex programming problems in general Banach spaces. As an application, we derive constraint qualifications, characterizing zero duality gaps of semidefinite programs. Our approach makes use of convex majorants of support functions together with conjugate analysis and approximate subdifferentials of convex functions.

MSC 2000:: *90C25 Convex programming
90C22 Semidefinite programming

Keywords: zero duality gaps; convex programs; semidefinite programs; constraint qualifications; necessary and sufficient conditions

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]