Article ID Journal Published Year Pages File Type
6898670 European Journal of Operational Research 2010 7 Pages PDF
Abstract
It is known that convex programming problems with separable inequality constraints do not have duality gaps. However, strong duality may fail for these programs because the dual programs may not attain their maximum. In this paper, we establish conditions characterizing strong duality for convex programs with separable constraints. We also obtain a sub-differential formula characterizing strong duality for convex programs with separable constraints whenever the primal problems attain their minimum. Examples are given to illustrate our results.
Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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