Extended Farkas’s Lemmas and Strong Dualities for Conic Programming Involving Composite Functions

D. H. Fang () and Y. Zhang ()
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D. H. Fang: Jishou University
Y. Zhang: Jishou University

Journal of Optimization Theory and Applications, 2018, vol. 176, issue 2, No 5, 376 pages

Abstract: Abstract The paper is devoted to the study of a new class of conic constrained optimization problems with objectives given as differences of a composite function and a convex function. We first introduce some new notions of constraint qualifications in terms of the epigraphs of the conjugates of these functions. Under the new constraint qualifications, we provide necessary and sufficient conditions for several versions of Farkas lemmas to hold. Similarly, we provide characterizations for conic constrained optimization problems to have the strong or stable strong dualities such as Lagrange, Fenchel–Lagrange or Toland–Fenchel–Lagrange duality.

Keywords: Farkas lemma; Strong duality; Composite functions; Constraint qualifications; Conic programming; 90C26; 49N15; 46N10 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-018-1219-3

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