Fenchel-duality and separably-infinite programs

Title: Fenchel-duality and separably-infinite programs
Creator: Borwein, J. M.; Kortanek, K. O.
Relation: Mathematische Operationsforschung und Statistik. Series Optimization Vol. 14, Issue 1, p. 37-48
Publisher Link: http://dx.doi.org/10.1080/02331938308842831
Publisher: Taylor & Francis
Resource Type: journal article
Date: 1983
Description: In two recent papers Chabnes, Gbibie, and Kortanek studied a special class of infinite linear programs where only a finite number of variables appear in an infinite number of constraints and where only a finite number of constraints have an infinite number of variables. Termed separably-infinite programs, their duality was used to characterize a class of saddle value problems as a uniextremai principle. We show how this characterization can be derived and extended within Fenchel and Rockafellar duality, and that the values of the dual separably-infinite programs embrace the values of the Fenchel dual pair within their interval. The development demonstrates that the general finite dimensional Fenchel dual pair is equivalent to a dual pair of separably-infinite programs when certain cones of coefficients are closed.
Subject: Fenchel duality; linear programming; variables; constraints
Identifier: http://hdl.handle.net/1959.13/1042405
Identifier: uon:14048
Identifier: ISSN:0047-6277
Language: eng
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