Zero Duality Gap for Convex Programs: A Generalization of the Clark–Duffin Theorem - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Journal of Optimization Theory and Applications Année : 2013

Zero Duality Gap for Convex Programs: A Generalization of the Clark–Duffin Theorem

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 generalization of the Clark–Duffin Theorem. On this ground, we are able to characterize objective functions and, respectively, feasible sets for which the duality gap is always zero, regardless of the value of the constraints and, respectively, of the objective function.

Dates et versions

hal-01271973 , version 1 (09-02-2016)

Identifiants

Citer

Emil Ernst, Michel Volle. Zero Duality Gap for Convex Programs: A Generalization of the Clark–Duffin Theorem. Journal of Optimization Theory and Applications, 2013, 158 (3), ⟨10.1007/s10957-013-0287-7⟩. ⟨hal-01271973⟩
104 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More