Journal Article A constraint qualification characterizing surrogate duality for quasiconvex programming

鈴木, 聡  ,  黒岩, 大史

12 ( 1 )  , pp.87 - 100 , 2016-01 , Yokohama Publishers
In this paper, we study a constraint qualification which completely characterizes surrogate duality for quasiconvex programming. We show that the closed cone constraint qualification for surrogate duality is a necessary and sufficient constraint qualification for surrogate strong duality and surrogate min-max duality via quasiconvex programming with convex constraints. Also, we compare our constraint qualification with previous ones for Lagrange duality and surrogate duality.

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