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Remarks on general infinite dimensional duality with cone and equality constraints. (English) Zbl 1209.90289

Summary: We prove a strong duality result between a convex optimization problem with both cone and equality constraints and its Lagrange dual formulation, provided that a constraint qualification condition related to the notion of quasi-relative interior holds true. In such a way we overcome the difficulty that the interior of the set involved in the regularity condition is empty.

MSC:

90C25 Convex programming
90C46 Optimality conditions and duality in mathematical programming
46A22 Theorems of Hahn-Banach type; extension and lifting of functionals and operators
49N15 Duality theory (optimization)