Lagrange Duality for Evenly Convex Optimization Problems

María D. Fajardo (), Margarita M. L. Rodríguez () and José Vidal ()
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María D. Fajardo: University of Alicante
Margarita M. L. Rodríguez: University of Alicante
José Vidal: University of Alicante

Journal of Optimization Theory and Applications, 2016, vol. 168, issue 1, No 6, 109-128

Abstract: Abstract An evenly convex function on a locally convex space is an extended real-valued function, whose epigraph is the intersection of a family of open halfspaces. In this paper, we consider an infinite-dimensional optimization problem, for which both objective function and constraints are evenly convex, and we recover the classical Lagrange dual problem for it, via perturbational approach. The aim of the paper was to establish regularity conditions for strong duality between both problems, formulated in terms of even convexity.

Keywords: Evenly convex function; Generalized convex conjugation; Lagrange dual problem; 52A20; 26B25; 90C25 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10957-015-0775-z

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