Optimality conditions for a cone-convex programming problem

Author:

Massam Hélène M.

Abstract

AbstractOptimality conditions without constraint qualifications are given for the convex programming problem: Maximize f(x) such that g(x) ∈ B, where f maps X into R and is concave, g maps X into Rm and is B-concave, X is a locally convex topological vector space and B is a closed convex cone containing no line. In the case when B is the nonnegative orthant, the results reduce to some of those obtained recently by Ben-Israel, Ben-Tal and Zlobec.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference14 articles.

1. Ben-Israel A. , Ben-Tal A. and Zlobec S. (1976), ‘Optimality conditions in convex programming’, presented at the IX International Symposium on Mathematical Programming, Budapest, Hungary.

2. Massam H. M. (1977), Convex programming with cones (Ph.D. Thesis, McGill University, Monteral, Quebec, Canada).

3. Linear equations and inequalities on finite dimensional, real or complex, vector spaces: A unified theory

4. Convex Analysis

5. Characterization of optimality in convex programming without a constraint qualification

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