Title
Extended Farkas's Lemmas and Strong Dualities for Conic Programming Involving Composite Functions.
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.
Year
DOI
Venue
2018
10.1007/s10957-018-1219-3
J. Optimization Theory and Applications
Keywords
Field
DocType
Farkas lemma,Strong duality,Composite functions,Constraint qualifications,Conic programming,90C26,49N15,46N10
Mathematical optimization,Algebra,Convex function,Duality (optimization),Strong duality,Constrained optimization problem,Conic programming,Conic section,Farkas' lemma,Lemma (mathematics),Mathematics
Journal
Volume
Issue
ISSN
176
2
0022-3239
Citations 
PageRank 
References 
0
0.34
9
Authors
2
Name
Order
Citations
PageRank
D. H. Fang1352.87
Y. Zhang212.72