Sequential Lagrangian Conditions for Convex Programs with Applications to Semidefinite Programming

N. Dinh, V. Jeyakumar and G. M. Lee
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N. Dinh: University of Pedagogy
V. Jeyakumar: University of New South Wales
G. M. Lee: Pukyong National University

Journal of Optimization Theory and Applications, 2005, vol. 125, issue 1, No 5, 85-112

Abstract: Abstract In this paper it is shown that, in the absence of any regularity condition, sequential Lagrangian optimality conditions as well as a sequential duality results hold for abstract convex programs. The significance of the results is that they yield the standard optimality and duality results for convex programs under a simple closed-cone condition that is much weaker than the well-known constraint qualifications. As an application, a sequential Lagrangian duality, saddle-point conditions, and stability results are derived for convex semidefinite programs.

Keywords: Sequential Lagrangian conditions; duality; constraint qualifications; semidefinite programs (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10957-004-1712-8

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