Necessary and sufficient conditions for Farkas' lemma for cone systems and second-order cone programming duality

被引：0
|
作者：
Jeyakumar, V. [1 ]
Kum, S. [2 ]
Lee, G. M. [3 ]
机构：
[1] Univ New S Wales, Sch Math, Sydney, NSW 2052, Australia
[2] Chungbuk Natl Univ, Dept Math Educ, Cheongju 361763, South Korea
[3] Pukyong Natl Univ, Dept Appl Math, Pusan 608737, South Korea
来源：
JOURNAL OF CONVEX ANALYSIS | 2008年 / 15卷 / 01期
关键词：
Farkas lemma; cone-convex systems; strong duality; closed cone condition; second-order cone programming;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We present conditions, which completely characterize Farkas' lemma for cone-convex systems, and obtain strong duality characterizations for convex optimization problems. In particular, we establish a necessary and sufficient closed cone condition for the Farkas lemma. As an application, we obtain necessary and sufficient conditions for the strong duality of convex second-order cone programming problems.
引用
收藏
页码：63 / 71
页数：9
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