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Extended Farkas lemma and strong duality for composite optimization problems with DC functions

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In this paper, we consider the optimization problem in locally convex Hausdorff topological vector spaces with objectives given as the difference of two composite functions and constraints described by an… Click to show full abstract

In this paper, we consider the optimization problem in locally convex Hausdorff topological vector spaces with objectives given as the difference of two composite functions and constraints described by an arbitrary (possibly infinite) number of convex inequalities. Using the epigraph technique, we introduce some new constraint qualifications, which completely characterize the Farkas lemma, the dualities between the primal problem and its dual problem. Applications to the conical programming with DC composite function are also given.

Keywords: strong duality; farkas lemma; optimization; extended farkas; lemma strong

Journal Title: Optimization
Year Published: 2017

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