Necessary and Sufficient Constraint Qualification for Surrogate Duality

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Abstract

In mathematical programming, constraint qualifications are essential elements for duality theory. Recently, necessary and sufficient constraint qualifications for Lagrange duality results have been investigated. Also, surrogate duality enables one to replace the problem by a simpler one in which the constraint function is a scalar one. However, as far as we know, a necessary and sufficient constraint qualification for surrogate duality has not been proposed yet. In this paper, we propose necessary and sufficient constraint qualifications for surrogate duality and surrogate min-max duality, which are closely related with ones for Lagrange duality.

Journal

  • Journal of Optimization Theory and Applications

    Journal of Optimization Theory and Applications 152(2), 366-377, 2012-02

    Springer

Codes

  • NII Article ID (NAID)
    120005647346
  • NII NACSIS-CAT ID (NCID)
    AA00253056
  • Text Lang
    ENG
  • Article Type
    journal article
  • ISSN
    0022-3239
  • Data Source
    IR 
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