Constraint Qualifications for Extended Farkas's Lemmas and Lagrangian Dualities in Convex Infinite Programming

Authors:
D. H. Fang;C. Li;K. F. Ng
Affiliations:
dh_fang@jsu.edu.cn;cli@zju.edu.cn;kfng@math.cuhk.edu.hk
Venue:
SIAM Journal on Optimization
Year:
2009

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Abstract

For an inequality system defined by a possibly infinite family of proper functions (not necessarily lower semicontinuous), we introduce some new notions of constraint qualifications in terms of the epigraphs of the conjugates of these functions. Under the new constraint qualifications, we obtain characterizations of those reverse-convex inequalities which are a consequence of the constrained system, and we provide necessary and/or sufficient conditions for a stable Farkas lemma to hold. Similarly, we provide characterizations for constrained minimization problems to have the strong or strong stable Lagrangian dualities. Several known results in the conic programming problem are extended and improved.