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Journal Articles Optimization Letters Year : 2022

Duality for convex infinite optimization on linear spaces

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M. Goberna

Abstract

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-infinite programs. A reformulation of the convex infinite optimization problem with a single constraint leads to a limiting formula for the corresponding Lagrangian dual, called sup-dual, and also for the primal problem in the case when strong Slater condition holds, which also entails strong sup-duality.

Dates and versions

hal-03608012 , version 1 (14-03-2022)

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M. Goberna, M. Volle. Duality for convex infinite optimization on linear spaces. Optimization Letters, 2022, ⟨10.1007/s11590-022-01865-x⟩. ⟨hal-03608012⟩
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