Perfect duality for convexlike programs

M. Hayashi; H. Komiya

doi:10.1007/BF00934081

Perfect duality for convexlike programs

M. Hayashi, H. Komiya

Research output: Contribution to journal › Article › peer-review

51 Citations (Scopus)

Abstract

The minimizing problem for a convex program has a dual problem, that is, the maximizing problem of the Lagrangian. Although these problems have a duality gap in general, the duality gap can be eliminated by relaxing the constraint of the minimizing problem, so that the constraint is enforced only in the limit. We extend this result to the convexlike case. Moreover, we obtain a necessary condition for optimality for minimizing problems whose objective function and constraint mapping have convex Gateaux derivative.

Original language	English
Pages (from-to)	179-189
Number of pages	11
Journal	Journal of Optimization Theory and Applications
Volume	38
Issue number	2
DOIs	https://doi.org/10.1007/BF00934081
Publication status	Published - 1982 Oct 1
Externally published	Yes

Keywords

Convexlike programs
Lagrangian function
necessary condition for optimality
perfect duality

ASJC Scopus subject areas

Control and Optimization
Management Science and Operations Research
Applied Mathematics

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10.1007/BF00934081

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