Facial reduction in partially finite convex programming

نویسنده

  • Adrian S. Lewis
چکیده

We consider the problem of minimizing an extended-valued convex function on a locally convex space subject to a finite number of linear (in)equalities. When the standard constraint qualification fails a reduction technique is needed to derive necessary optimality conditions. Facial reduction is usually applied in the range of the constraints. In this paper it is applied in the domain space, thus maintaining any structure (and in particular lattice properties) of the underlying domain. Applications include constrained approximation and best entropy estimation. AMS 1991 Subject Classification: Primary 49K27, 90C48; secondary 90C34, 52A41

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عنوان ژورنال:
  • Math. Program.

دوره 65  شماره 

صفحات  -

تاریخ انتشار 1994