Hostname: page-component-76fb5796d-5g6vh Total loading time: 0 Render date: 2024-04-29T10:44:37.070Z Has data issue: false hasContentIssue false

A comparison of constraint qualifications in infinite-dimensional convex programming revisited

Published online by Cambridge University Press:  17 February 2009

C. Zặlinescu
Affiliation:
University “Al. I. Cuza” Iaşi, Faculty of Mathematics, Bd. Copou, Nr. 11, 6600 Iaşi, Romania
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

In 1990 Gowda and Teboulle published the paper [16], making a comparison of several conditions ensuring the Fenchel-Rockafellar duality formula

inf{f(x) + g(Ax) | xX} = max{−f*(A*y*) − g*(− y*) | y* ∈ Y*}.

Probably the first comparison of different constraint qualification conditions was made by Hiriart-Urruty [17] in connection with ε-subdifferential calculus. Among them appears, as the basic sufficient condition, the formula for the conjugate of the corresponding function; such functions are: f1 + f2, g o A, max{fl,…, fn}, etc. In fact strong duality formulae (like the one above) and good formulae for conjugates are equivalent and they can be used to obtain formulae for ε-subdifferentials, using a technique developed in [17] and extensively used in [46].

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1999

References

[1]Attouch, H. and Brézis, H., “Duality for the sum of convex functions in general Banach spaces”, in Aspects of Mathematics and its Applications (ed. Barroso, J.), (Elsewier Science Publishers B.V., North Holland Amsterdam, 1986) 125133.CrossRefGoogle Scholar
[2]Attouch, H. and Théra, M., “A general duality principle for the sum of two operators”, J. Convex Anal. 3 (1996) 124.Google Scholar
[3]Aubin, J. P., Mathematical Methods of Game and Economic Theory (North-Holland, Amsterdam, 1979).Google Scholar
[4]Azé, D., “Duality for the sum of convex functionals in general normed spaces”, Arch. Math. 62 (1994) 554561.CrossRefGoogle Scholar
[5]Barbu, V. and Precupanu, T., Convexity and Optimization in Banach spaces (Editura Academiei Bucuresti and D. Reidel Publishing Company, Dordrecht, 1986).Google Scholar
[6]Bonnans, J. F. and Cominetti, R., “Perturbed optimization in Banach spaces I: A general theory based on a weak directional constraint qualification”, SIAM J. Control Optimization 34 (1996) 11511171.CrossRefGoogle Scholar
[7]Borwein, J. M., “Convex relations in analysis and optimization”, in Generalized Concavity in Optimization and Economics (eds. Schaible, S. and Ziemba, W. T.), (Academic Press, New York, 1981) 335377.Google Scholar
[8]Borwein, J. M., “Adjoint process duality”, Math. Oper. Res. 8 (1983) 403434.CrossRefGoogle Scholar
[9]Borwein, J. M. and Fitzpatrick, S., “Local boundedness of monotone operators under minimal hypotheses”, Bull. Aust. Math. Soc. 39 (1988) 439441.CrossRefGoogle Scholar
[10]Borwein, J. M. and Lewis, A. S., “Partially finite convex programming, Part I: Quasi relative interiors and duality theory”, Math. Program. 57 (1992) 1548.CrossRefGoogle Scholar
[11]Chaldi, O., Chbani, Z. and Riahi, H., “Directional derivatives and applications to subdifferential calculus”, Preprint, University of Marrakech, 1997.Google Scholar
[12]Combari, C., Laghdir, M. and Thibault, L., “Sous-différentiels de fonctions convexes composees”, Ann. Sci. Math. Québec 18 (1994) 554561.Google Scholar
[13]Combari, C., Laghdir, M. and Thibault, L., “On subdifferential calculus for convex functions defined on locally convex spaces”, to appear in Ann. Sci. Math. Québec.Google Scholar
[14]Cominetti, R., “Fenchel's theorem revisited”, manuscript, 1988.Google Scholar
[15]Ekeland, I. and Temam, R., Analyse Convexe et Problémes Variationnels (Dunod, Gauthier-Villars, Parisi, 1974).Google Scholar
[16]Gowda, M. S. and Teboulle, M., “A comparison of constraint qualifications in infinite-dimensional convex programming”, SIAM J. Control Optimization 28 (1990) 925935.CrossRefGoogle Scholar
[17]Hiriart-Urruty, J. B., “ε-subdifferential calculus”, in Convex Analysis and Optimization (eds. Aubin, J. P. and Vinter, R. B.) Research Notes in Mathematics 57 (Pitman, 1982) 4392.Google Scholar
[18]Jeyakumar, V., “Duality and infinite dimensional optimization”, Nonlinear Anal. TMA 15 (1990) 11111122.CrossRefGoogle Scholar
[19]Jeyakumar, V. and Wolkowicz, H., “Generalizations of Slater's constraint qualification for infinite convex programs”, Math. Program. 57B (1992) 85101.CrossRefGoogle Scholar
[20]Joly, J.-L., “Une famille de topologies et de convergences sur l'ensemble des fonctionnelles convexes”, Theśe d'état. Université de Grenoble, 1970.Google Scholar
[21]Joly, J.-L. and Laurent, P.-J., “Stability and duality in convex minimization problems”, R.I.R.O R-2 (1971) 342.Google Scholar
[22]Kutateladze, S. S., “Convex operators”, Uspehi Mat. Nauk 34 (1979) 167196, Russian.Google Scholar
[23]Kutateladze, S. S., “Convex ε-programming”, Dokl. Akad. Nauk SSSR 245 (1979) 10481050, Russian.Google Scholar
[24]Laurent, P.-J., Approximation et Optimisation (Hermann, Paris, 1972).Google Scholar
[25]Lemaire, B., “Subdifferential of a convex composite functional. Application to optimal control in variational inequalities”, in Proceedings of IIASA Workshop on Nondifferentiable Optimization, Sopron 1984, Lecture Notes in Economics and Mathematical Systems, (Springer, Berlin, 1985).Google Scholar
[26]Mentagui, D., “Caractérisation de la stabilité d'un probléme de minimisation associé à une fonction de perturbation particuliére”, Publ. Inst. Math., Nouv. 60 (74) (1996) 6574.Google Scholar
[27]Moreau, J.-J., Fonctionnelles Convexes, Lecture Notes (Collége de France, Paris, 1966).Google Scholar
[28]Moussaoui, M. and Volle, M., “Qausicontinuity and united functions in convex duality theory”, Preprint 6, 1996, University of Avignon (to appear in Commun. Appl. Nonlinear Anal. 4 (1997)).Google Scholar
[29]Penot, J. P., “On the existence of Lagrange multipliers in nonlinear programming in Banach spaces”, in Optimization and Optimal Control (eds. Auslender, A., Oettli, W. and Stoer, J.), Lecture Notes in Control and Information Sciences 30 (Springer-Verlag, Berlin, 1981) 89104.CrossRefGoogle Scholar
[30]Phelps, R. R., Convex functions, monotone operators and differentiability. Lecture Notes in Mathematics 1364 (Springer, Berlin, 1989).CrossRefGoogle Scholar
[31]Ponstein, J., Approaches to the Theory of Optimization (Cambridge Univ. Press, 1980).CrossRefGoogle Scholar
[32]Robinson, S., “Regularity and stability for convex multivalued functions”. Math. Open Res. 1 (1976) 130143.CrossRefGoogle Scholar
[33]Rockafellar, R. T., “Extensions of Fenchel's duality theorem for convex functions”, Duke Math. J. 33 (1966) 8190.CrossRefGoogle Scholar
[34]Rockafellar, R. T., “Duality and stability in extremum problems involving convex functions”, Pacific J. Math. 21 (1967) 167187.CrossRefGoogle Scholar
[35]Rockafellar, R. T., Convex Analysis (Princeton Univ. Press, Princeton, 1970).CrossRefGoogle Scholar
[36]Rockafellar, R. T., Conjugate Duality and Optimization (SIAM Publications, Philadelphia, 1974).CrossRefGoogle Scholar
[37]Rodrigues, B., “The Fenchel duality theorem in Fréchet spaces”, Optimization 21 (1990) 1322.CrossRefGoogle Scholar
[38]Rodrigues, B. and Simons, S., “Conjugate functions and subdifferentials in non-normed situations for operators with complete graphs”, Nonlinear Anal. TMA 12 (1988) 10691078.CrossRefGoogle Scholar
[39]Simons, S., “The occasional distributivity of ο over and the change of variable formula for conjugate functions”, Nonlinear Anal., TMA 14 (1990) 11111120.CrossRefGoogle Scholar
[40]Simons, S., “Sum theorems for monotone operators and convex functions”, Trans. Am. Math. Soc. (to appear).Google Scholar
[41]Théra, M., “Subdifferential calculus for convex operators”, J. Math. Anal. Appl. 80 (1981) 7891.CrossRefGoogle Scholar
[42]Tiba, D., “Subdifferential of composed functions and applications in optimal control”, An. Sti. Univ. “Al. I. Cuza” Iaşi Sect, la Mat. 23 (1977) 381386.Google Scholar
[43]Volle, M., “Some applications of the Attouch-Brezis condition to closedness criterions, optimization, and duality”, (Seminaire d'Analyse Convexe, Montpellier, 1992), exposé n° 16.Google Scholar
[44]Zᾰlinescu, C., “A generalization of the Farkas lemma and applications to convex programming”, J. Math. Anal. Appl. 66 (1978) 651678.CrossRefGoogle Scholar
[45]Zᾰlinescu, C., “On an abstract control problem”, Numer. Fund. Anal. Optimization 2 (1980) 531542.CrossRefGoogle Scholar
[46]Zᾰlinescu, C., “Duality for vectorial nonconvex optimization by convexification and applications”, An. Sti. Univ. “Al. I. Cuza” Iaşi, Sect, la Mat. 29 (3) (1983) 1534.Google Scholar
[47]Zᾰlinescu, C., “Duality for vectorial convex optimization, conjugate operators and subdifferentials. The continuous case”, Abstract of a talk at the conference “Mathematical Programming — Theory and Applications”, Eisenach 1984 (unpublished).Google Scholar
[48]Zᾰlinescu, C., “On J. M. Borwein's paper ‘Adjoint process duality’”, Math. Oper. Res. 11 (1986) 692698.CrossRefGoogle Scholar
[49]Zᾰlinescu, C., “Solvability results for sublinear functions and operators”, Z. Oper. Res. 31 (1987) A79A101.Google Scholar
[50]Zᾰlinescu, C., “On some open problems in convex analysis”, Arch. Math. 59 (1992) 566571.CrossRefGoogle Scholar
[51]Zᾰlinescu, C., Mathematical programming in infinite dimensional normed linear spaces (Editura Academiei, Bucharest, 1994) (in Romanian).Google Scholar