Regularity Conditions via Quasi-Relative Interior in Convex Programming

  • Authors:
  • Radu Ioan Boţ;Ernö Robert Csetnek;Gert Wanka

  • Affiliations:
  • radu.bot@mathematik.tu-chemnitz.de and robert.csetnek@mathematik.tu-chemnitz.de and gert.wanka@mathematik.tu-chemnitz.de;-;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2008

Quantified Score

Hi-index 0.00

Visualization

Abstract

We give some new regularity conditions for Fenchel duality in separated locally convex vector spaces, written in terms of the notion of quasi interior and quasi-relative interior, respectively. We provide also an example of a convex optimization problem for which the classical generalized interior-point conditions given so far in the literature cannot be applied, while the one given by us is applicable. By using a technique developed by Magnanti, we derive some duality results for the optimization problem with cone constraints and its Lagrange dual problem, and we show that a duality result recently given in the literature for this pair of problems has self-contradictory assumptions.