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Constraint Qualifications Characterizing Lagrangian Duality in Convex Optimization

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Abstract

In convex optimization, a constraint qualification (CQ) is an essential ingredient for the elegant and powerful duality theory. Various constraint qualifications which are sufficient for the Lagrangian duality have been given in the literature. In this paper, we present constraint qualifications which characterize completely the Lagrangian duality.

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Authors and Affiliations

  1. Department of Applied Mathematics, University of New South Wales, Sydney, NSW, Australia

    V. Jeyakumar

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  1. V. Jeyakumar
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Correspondence to V. Jeyakumar.

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Communicated by T. Rapcsák.

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Jeyakumar, V. Constraint Qualifications Characterizing Lagrangian Duality in Convex Optimization. J Optim Theory Appl 136, 31–41 (2008). https://doi.org/10.1007/s10957-007-9294-x

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  • DOI: https://doi.org/10.1007/s10957-007-9294-x

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