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Pré-Publication, Document De Travail Année : 2011

CONTINUOUS CONVEX SETS AND ZERO DUALITY GAP FOR CONVEX PROGRAMS

Résumé

This article uses classical notions of convex analysis over euclidean spaces, like Gale & Klee's boundary rays and asymptotes of a convex set, or the inner aperture directions defined by Larman and Brøndsted for the same class of sets, to provide a new zero duality gap criterion for ordinary convex programs. On this ground, we are able to characterize objective functions and respectively feasible sets for which the duality gap is always zero, re- gardless of the value of the constraints and respectively of the objective function.
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Dates et versions

hal-00652632 , version 1 (16-12-2011)

Identifiants

  • HAL Id : hal-00652632 , version 1

Citer

Emil Ernst, Michel Volle. CONTINUOUS CONVEX SETS AND ZERO DUALITY GAP FOR CONVEX PROGRAMS. 2011. ⟨hal-00652632⟩
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