Article ID: | iaor20061835 |
Country: | United Kingdom |
Volume: | 54 |
Issue: | 6 |
Start Page Number: | 535 |
End Page Number: | 543 |
Publication Date: | Dec 2005 |
Journal: | Optimization |
Authors: | Shapiro Alexander |
Keywords: | programming: convex |
In this article we discuss weak and strong duality properties of convex semi-infinite programming problems. We use a unified framework by writing the corresponding constraints in a form of cone inclusions. The consequent analysis is based on the conjugate duality approach of embedding the problem into a parametric family of problems parameterized by a finite-dimensional vector.