Necessary and Sufficient Constraint Qualification for Surrogate Duality

被引：15
|
作者：
Suzuki, Satoshi [1 ]
Kuroiwa, Daishi [1 ]
机构：
[1] Shimane Univ, Interdisciplinary Fac Sci & Engn, Matsue, Shimane 6908504, Japan
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2012年 / 152卷 / 02期
关键词：
Mathematical programming; Quasiconvex functions; Surrogate duality; Constraint qualification; INFINITE-DIMENSIONAL SPACES; CONVEX; OPTIMIZATION; SYSTEMS;
D O I：
10.1007/s10957-011-9893-4
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 mathematical programming, constraint qualifications are essential elements for duality theory. Recently, necessary and sufficient constraint qualifications for Lagrange duality results have been investigated. Also, surrogate duality enables one to replace the problem by a simpler one in which the constraint function is a scalar one. However, as far as we know, a necessary and sufficient constraint qualification for surrogate duality has not been proposed yet. In this paper, we propose necessary and sufficient constraint qualifications for surrogate duality and surrogate min-max duality, which are closely related with ones for Lagrange duality.
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页码：366 / 377
页数：12
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