Generalized Courant-Beltrami penalty functions and zero duality gap for conic convex programs

作者：Ernst Emil^*; Volle Michel

来源：Positivity, 2013, 17(4): 945-964.

DOI：10.1007/s11117-012-0214-4

• Zero duality gap
• Conic convex program
• Courant-Beltrami penalty function

This article provides a general zero duality gap criterion for conic convex programs, using to this respect a generalized Courant-Beltrami penalty function. Our main theorem is formulated only in terms of the vector-valued constraint function of the program, hence holding true for any objective function fulfilling one of the standard qualification criteria of Moreau-Rockafellar or Attouch-Br,zis type. This result generalizes recent theorems by Champion, Ban and Song and Jeyakumar and Li.

• 出版日期2013-11