A programming problem with an Lp norm in the objective function

Abstract

AbstractWe consider a programming problem in which the objective function is the sum of a differentiable function and the p norm of Sx, where S is a matrix and p > 1. The constraints are inequality constraints defined by differentiable functions. With the aid of a recent transposition theorem of Schechter we get a duality theorem and also a converse duality theorem for this problem. This result generalizes a result of Mond in which the objective function contains the square root of a positive semi-definite quadratic function.