Duality gap in convex programming
type: Item
instance of: scholarly article
title: Duality gap in convex programming
zbMATH Open document ID: 1084.90032
author: Yanyan Li
published in: Mathematical Programming. Series A. Series B
publication date: 2004-09-27T00:00:00Z
review text: The author gives a condition called property D which ensures that there is no duality gap between the general convex programming problem and its dual. The property D is stated in the general setting of quasiconvex functions over a normed vector space and then adapted for the case of convex functions in the finite-dimensional space. This is followed by establishing existence results for functions satisfying property D. It is claimed these generalize known results including those of \textit{R. T. Rockafellar} [J. Optimization Theory Appl. 7, 143--148 (1971; Zbl 0198.24604)] and \textit{A. Auslender} [Math. Program. 88, No. 1(A), 45--59 (2000; Zbl 0980.90063)].
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 2103704
zbMATH Keywords: convex programming
zbMATH Keywords: duality gap
zbMATH Keywords: property D
reviewed by: R. N. Kaul
MaRDI profile type: Publication
full work available at URL: s10107-003-0461-z
OpenAlex ID: W2083782649
DOI: 10.1007/S10107-003-0461-Z
description: scientific article; zbMATH DE number 2103704