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Duality Theorems for Separable Convex Programming Without Qualifications

Author

Listed:
  • Satoshi Suzuki

    (Shimane University)

  • Daishi Kuroiwa

    (Shimane University)

Abstract

In the research of mathematical programming, duality theorems are essential and important elements. Recently, Lagrange duality theorems for separable convex programming have been studied. Tseng proves that there is no duality gap in Lagrange duality for separable convex programming without any qualifications. In other words, although the infimum value of the primal problem equals to the supremum value of the Lagrange dual problem, Lagrange multiplier does not always exist. Jeyakumar and Li prove that Lagrange multiplier always exists without any qualifications for separable sublinear programming. Furthermore, Jeyakumar and Li introduce a necessary and sufficient constraint qualification for Lagrange duality theorem for separable convex programming. However, separable convex constraints do not always satisfy the constraint qualification, that is, Lagrange duality does not always hold for separable convex programming. In this paper, we study duality theorems for separable convex programming without any qualifications. We show that a separable convex inequality system always satisfies the closed cone constraint qualification for quasiconvex programming and investigate a Lagrange-type duality theorem for separable convex programming. In addition, we introduce a duality theorem and a necessary and sufficient optimality condition for a separable convex programming problem, whose constraints do not satisfy the Slater condition.

Suggested Citation

  • Satoshi Suzuki & Daishi Kuroiwa, 2017. "Duality Theorems for Separable Convex Programming Without Qualifications," Journal of Optimization Theory and Applications, Springer, vol. 172(2), pages 669-683, February.
  • Handle: RePEc:spr:joptap:v:172:y:2017:i:2:d:10.1007_s10957-016-1003-1
    DOI: 10.1007/s10957-016-1003-1
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    References listed on IDEAS

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    1. Satoshi Suzuki & Daishi Kuroiwa, 2011. "On Set Containment Characterization and Constraint Qualification for Quasiconvex Programming," Journal of Optimization Theory and Applications, Springer, vol. 149(3), pages 554-563, June.
    2. Satoshi Suzuki & Daishi Kuroiwa, 2012. "Necessary and Sufficient Constraint Qualification for Surrogate Duality," Journal of Optimization Theory and Applications, Springer, vol. 152(2), pages 366-377, February.
    3. Jean-Paul Penot & Michel Volle, 1990. "On Quasi-Convex Duality," Mathematics of Operations Research, INFORMS, vol. 15(4), pages 597-625, November.
    4. Suzuki, Satoshi & Kuroiwa, Daishi & Lee, Gue Myung, 2013. "Surrogate duality for robust optimization," European Journal of Operational Research, Elsevier, vol. 231(2), pages 257-262.
    5. Jeyakumar, V. & Li, G., 2010. "New strong duality results for convex programs with separable constraints," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1203-1209, December.
    6. Satoshi Suzuki & Daishi Kuroiwa, 2013. "Some constraint qualifications for quasiconvex vector-valued systems," Journal of Global Optimization, Springer, vol. 55(3), pages 539-548, March.
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    Cited by:

    1. Satoshi Suzuki, 2019. "Optimality Conditions and Constraint Qualifications for Quasiconvex Programming," Journal of Optimization Theory and Applications, Springer, vol. 183(3), pages 963-976, December.
    2. Satoshi Suzuki, 2021. "Karush–Kuhn–Tucker type optimality condition for quasiconvex programming in terms of Greenberg–Pierskalla subdifferential," Journal of Global Optimization, Springer, vol. 79(1), pages 191-202, January.
    3. Satoshi Suzuki & Daishi Kuroiwa, 2020. "Duality Theorems for Convex and Quasiconvex Set Functions," SN Operations Research Forum, Springer, vol. 1(1), pages 1-13, March.

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