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Duality for convex infinite optimization on linear spaces

Abstract : 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.
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Preprints, Working Papers, ...
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https://hal-univ-avignon.archives-ouvertes.fr/hal-03540267
Contributor : Michel Volle Connect in order to contact the contributor
Submitted on : Sunday, January 23, 2022 - 4:46:34 PM
Last modification on : Tuesday, February 22, 2022 - 11:36:04 AM
Long-term archiving on: : Sunday, April 24, 2022 - 6:07:31 PM

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

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