Necessary and sufficient conditions for globally stable convex minimax theorems

被引:0
|
作者
Gwinner, J. [1 ]
Jeyakumar, V. [2 ]
Lee, G. M. [3 ]
机构
[1] Univ Bundeswehr Munchen, Inst Math, Fak Luft & Raumfahrtechn, Munich, Germany
[2] Univ New S Wales, Dept Appl Math, Sydney, NSW 2052, Australia
[3] Pukyong Natl Univ, Dept Appl Math, Pusan 608737, South Korea
来源
PACIFIC JOURNAL OF OPTIMIZATION | 2008年 / 4卷 / 03期
关键词
stable minimax theorems; closedness condition; globally stable duality theorem and Farkas lemma; convex optimization;
D O I
暂无
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we establish a necessary and sufficient condition for a globally stable minimax equality, where the minimax equality holds for each convex perturbation of the convex-concave bi-function involved. The necessary and sufficient condition is expressed as a closedness condition using conjugate functions of the bi-function. As an application, we obtain a necessary and sufficient condition for a globally stable Lagrangian duality theorem, and also a constraint qualification which completely characterizes the strong Lagrangian duality theorem for convex minimization problems. As a consequence of these results, we obtain a globally stable Farkas' lemma for cone-convex systems.
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页码:483 / 491
页数:9
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