Regularity conditions via generalized interiority notions in convex optimization: New achievements and their relation to some classical statements

By Radu Ioan Bot, Ernö Robert Csetnek. 2009

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For the existence of strong duality in convex optimization regularity conditions play an indisputable role. In this article we mainly deal with regularity conditions formulated by means of different generalizations of the notion of interior of a set. The primal–dual pair we investigate is a general one expressed in the language of a perturbation function and by employing its Fenchel–Moreau conjugate. After providing an overview on the generalized interior-point conditions that exist in the literature we introduce several new ones formulated by means of the quasi-interior and quasi-relative interior. We underline the advantages of the new conditions vis-á-vis the classical ones and illustrate our investigations by numerous examples. We conclude this article by particularizing the general approach to the classical Fenchel and Lagrange duality concepts.

Subfields: Computational Theory and Mathematics, Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/110eef413609f3d6878ee5428182ed6b72a718d6