Work

Strong Duality in Infinite Convex Optimization

Year: 2026
Type: article
Abstract: We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums of functions. Unlike the classical Haar duality scheme, these dual problems provide zero duality gap and are solvable under the standard Slater condition. We derive general optimality conditions/multiplier rules by applying subdifferential rules for infinite sums established in Hantoute, A J. Optim. Theory Appl. 2026, https://doi.org/10.1007/s10957-025-02916-w ,
Language: English
Open Access status: hybrid
Estimated APC paid: $3,890
OpenAlex ID: W4415346166
FWCI: 7.38
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Cited by: 2
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