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4234. Duality gap and examples in infinite-dimensional conic linear programming problems
Invited abstract in session TA-38: Special Classes of Convex Conic Optimization problems, stream Conic Optimization: Theory, Algorithms, and Applications.
Tuesday, 8:30-10:00Room: 34 (building: 306)
Authors (first author is the speaker)
| 1. | Constantin Zalinescu
|
| Institute of Mathematics, Iasi Branch of Romanian Academy |
Abstract
It is well known that the use of Rockafellar's perturbation method
is very efficient for getting duality results in convex analysis.
The use of this method in linear programming is less spread. It is
our aim to show that, using Rockafellar's perturbation method, one
can obtain duality results in infinite-dimensional conic linear
programming under very general conditions. Moreover, we analyze a
sample of Kretschmer's gap example used in N.E. Gretsky, J.M. Ostroy
and W.R. Zame's paper Subdifferentiability and the duality gap,
Positivity 6 (2002), 261-274.
Keywords
- Programming, Linear
- Convex Optimization
Status: accepted
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