New strong duality results for convex programs with separable constraints
It is known that convex programming problems with separable inequality constraints do not have duality gaps. However, strong duality may fail for these programs because the dual programs may not attain their maximum. In this paper, we establish conditions characterizing strong duality for convex programs with separable constraints. We also obtain a sub-differential formula characterizing strong duality for convex programs with separable constraints whenever the primal problems attain their minimum. Examples are given to illustrate our results.
Year of publication: |
2010
|
---|---|
Authors: | Jeyakumar, V. ; Li, G. |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 207.2010, 3, p. 1203-1209
|
Publisher: |
Elsevier |
Keywords: | Strong duality Separable convex constraints Constraint qualifications Convex programming |
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