Theorems of the alternative and duality for inf-sup problems

Theorems of the alternative and duality for inf-sup problems

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Article ID: iaor19941961
Country: United States
Volume: 19
Issue: 1
Start Page Number: 238
End Page Number: 256
Publication Date: Feb 1994
Journal: Mathematics of Operations Research
Authors: ,
Keywords: programming: convex
Abstract:

The duality theory of convex mathematical programming is extended to inf-sup problems. To this end a new, general inf-sup theorem for two different convexlike, respectively concavelike payoff functions is established under an abstract closedness assumption, thus avoiding the usual compactness requirement. This closedness assumption is then made more concrete; in particular for the partially homogeneous programs under study, regularity conditions of Karlin and Slater type are discussed. Finally, related theorems of the alternative as well as a result of Hahn-Banach type are derived, where the usual bilinear form is replaced by a more general coupling function.

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