Abstract
In this paper, duality results are obtained for the problem of finding α=inf{f(x):g(x)⩽0,g(x)∈Y,x∈C}, where the constrainst spaceY is someL ∞-space, by using the norm topology ofY. The corresponding multiplier is the sum of a countably additive part and a purely finitely additive part. Conditions are given such that the purely finitely additive part may be discarded.
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Communicated by O. L. Mangasarian
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Ponstein, J. On the use of purely finitely additive multipliers in mathematical programming. J Optim Theory Appl 33, 37–55 (1981). https://doi.org/10.1007/BF00935175
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DOI: https://doi.org/10.1007/BF00935175