Necessary and Sufficient Constraint Qualification for Surrogate Duality

Necessary and Sufficient Constraint Qualification for Surrogate Duality

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Article ID: iaor2012452
Volume: 152
Issue: 2
Start Page Number: 366
End Page Number: 377
Publication Date: Feb 2012
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: optimization
Abstract:

In mathematical programming, constraint qualifications are essential elements for duality theory. Recently, necessary and sufficient constraint qualifications for Lagrange duality results have been investigated. Also, surrogate duality enables one to replace the problem by a simpler one in which the constraint function is a scalar one. However, as far as we know, a necessary and sufficient constraint qualification for surrogate duality has not been proposed yet. In this paper, we propose necessary and sufficient constraint qualifications for surrogate duality and surrogate min–max duality, which are closely related with ones for Lagrange duality.

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