Duality for convex infinite optimization on linear spaces

M A Goberna , M Volle (1)

1 LMA - EA2151 Laboratoire de Mathématiques d'Avignon

This note establishes a limiting formula for the conic Lagrangian dual of a convex infinite optimization problem, correcting the classical version of Karney [Math. Programming 27 (1983) 75-82] for convex semi-in…nite programs. A reformulation of the convex infinite optimization problem with a single constraint leads to a limiting formula for the corresponding Lagrangian dual, called supdual, and also for the primal problem in the case when strong Slater condition holds, which also entails strong sup-duality.

Domaines: Optimisation et contrôle [math.OC]

M A Goberna, M Volle. Duality for convex infinite optimization on linear spaces. 2022. ⟨hal-03540267⟩