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On closedness conditions, strong separation, and convex dualit y

Miklos Ujvari(ujvarim***at***cs.elte.hu)

Abstract: In the paper, we describe various applications of the closedness and duality theorems of [7] and [8]. First, the strong separability of a polyhedron and a linear image of a convex set is characterized. Then,it is shown how stability conditions (known from the generalized Fenchel-Rockafellar duality theory) can be reformulated as closedness conditions. Finally, we present a generalized Lagrange duality theorem for Lagrange programs described with cone-convex/cone-polyhedral mappings.


Category 1: Convex and Nonsmooth Optimization (Convex Optimization )


Download: [Postscript]

Entry Submitted: 10/13/2009
Entry Accepted: 10/13/2009
Entry Last Modified: 10/13/2009

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