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In this paper we present a survey of generalizations of the celebrated Farkas’s lemma, starting from systems of linear inequalities to a broad variety of non-linear systems. We focus on the generalizations which are targeted towards applications in continuous optimization. We also briefly...
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We propose variants of non-asymptotic dual transcriptions for the functional inequality of the form <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$ f + g + k\circ H \ge h$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>f</mi> <mo>+</mo> <mi>g</mi> <mo>+</mo> <mi>k</mi> <mo>∘</mo> <mi>H</mi> <mo>≥</mo> <mi>h</mi> </mrow> </math> </EquationSource> </InlineEquation>. The main tool we used consists in purely algebraic formulas on the epigraph of the Legendre-Fenchel transform of the function <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$ f + g +...</equationsource></inlineequation></equationsource></equationsource></inlineequation>
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