Mathematical Programming

, Volume 116, Issue 1, pp 553–578

Some convex programs without a duality gap

FULL LENGTH PAPER

DOI: 10.1007/s10107-007-0110-z

Cite this article as:
Tseng, P. Math. Program. (2009) 116: 553. doi:10.1007/s10107-007-0110-z

Abstract

An important issue in convex programming concerns duality gap. Various conditions have been developed over the years that guarantee no duality gap, including one developed by Rockafellar (Network flows and monotropic programming. Wiley-Interscience, New York, 1984)involving separable objective function and affine constraints. We show that this sufficient condition can be further relaxed to allow the constraint functions to be separable. We also refine a sufficient condition involving weakly analytic functions by allowing them to be extended-real-valued.

Keywords

Separable convex programRecession directionDuality gapHoffman’s error boundWeakly analytic function

Mathematics Subject Classification (2000)

90C2590C46

Copyright information

© Springer-Verlag 2007

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of WashingtonSeattleUSA