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Some convex programs without a duality gap

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Abstract

An important issue in convex programming concerns duality gap. Various conditions have been developed over the years that guarantee no duality gap, including one developed by Rockafellar (Network flows and monotropic programming. Wiley-Interscience, New York, 1984)involving separable objective function and affine constraints. We show that this sufficient condition can be further relaxed to allow the constraint functions to be separable. We also refine a sufficient condition involving weakly analytic functions by allowing them to be extended-real-valued.

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Authors and Affiliations

  1. Department of Mathematics, University of Washington, Seattle, WA, 98195, USA

    Paul Tseng

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  1. Paul Tseng
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Correspondence to Paul Tseng.

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This paper is in honor of Alfred Auslender, on the occasion of his 65th birthday, for his many contributions to mathematical programming, including the subject of this paper-duality.

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Tseng, P. Some convex programs without a duality gap. Math. Program. 116, 553–578 (2009). https://doi.org/10.1007/s10107-007-0110-z

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  • DOI: https://doi.org/10.1007/s10107-007-0110-z

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