• Mathematics •

Stable Fenchel-Lagrange Zero Duality for Robust Conical Programming

YE Dongping, FANG Donghui

1. (College of Mathematics and Statistics, Jishou University, Jishou 416000, Hunan China)
• Online:2019-11-25 Published:2019-12-16

Abstract:

With under the assumption that the function is not necessarily continuous,by using infimal convolution of conjugate functions, we give a new constraint qualification, and then the zero duality and the stable zero duality between robust conical optimization problem and its Fenchel-Lagrange dual problem are established.