Zero Duality Gap for Convex Programs: A Generalization of the Clark–Duffin Theorem
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10957-013-0287-7.pdf
Reference18 articles.
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2. Fan, K., Glicksberg, I., Hoffman, A.J.: Systems of inequalities involving convex functions. Proc. Am. Math. Soc. 8, 617–622 (1957)
3. Champion, T.: Duality gap in convex programming. Math. Program. 99, 487–498 (2004)
4. Ban, L., Song, W.: Duality gap of the conic convex constrained optimization problems in normed spaces. Math. Program. 119, 195–214 (2009)
5. Ernst, E., Volle, M.: Generalized Courant–Beltrami penalty functions and zero duality gap for conic convex programs. Positivity 17 (2013)
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