New Constraint Qualification and Conjugate Duality for Composed Convex Optimization Problems

@inproceedings{Bo2004NewCQ,
  title={New Constraint Qualification and Conjugate Duality for Composed Convex Optimization Problems},
  author={Radu Ioan Boţ and Sorin-Mihai Grad and Gert Wanka},
  year={2004}
}
We present a new constraint qualification which guarantees strong duality between a cone-constrained convex optimization problem and its Fenchel-Lagrange dual. This result is applied to a convex optimization problem having, for a given nonempty convex cone K , as objective function a K-convex function postcomposed with a K-increasing convex function. For this so-called composed convex optimization problem, we present a strong duality assertion, too, under weaker conditions than the ones… CONTINUE READING
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