Journal of Jishou University(Natural Sciences Edition)

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Characterization of ε-Duality Gap Properties and ε-Strong Duality for Composite Optimization Problems

TIAN Liping, FANG Donghui   

  1. (College of Mathematics and Statistics, Jishou University, Jishou 416000, Hunan China)
  • Online:2020-03-25 Published:2020-12-13

Abstract:

By using the epigraph technique of conjugate functions, we give two new constraint qualifications. With these constraint qualifications, ε-duality gap properties, ε-strong duality and ε-Farkas lemma between composite optimization problem and its Lagrange dual problem are established.

Key words: composite optimization; ε-duality gap properties, ε-strong duality, ε-Farkas lemma

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