Duality for convex infinite optimization on linear spaces
Optimization and Control
2021-06-29 v1
Abstract
This note establishes a limiting formula for the conic Lagrangian dual of a convex infinite optimization problem, correcting the classical version of Karney [Math. Programming 27 (1983) 75-82] for convex semi-infinite programs. A reformulation of the convex infinite optimization problem with a single constraint leads to a limiting formula for the corresponding Lagrangian dual, called sup-dual, and also for the primal problem in the case when strong Slater condition holds, which also entails strong sup-duality.
Cite
@article{arxiv.2106.14573,
title = {Duality for convex infinite optimization on linear spaces},
author = {Miguel A. Goberna and Michel Volle},
journal= {arXiv preprint arXiv:2106.14573},
year = {2021}
}
Comments
10 pages