SMS scnews item created by Andrew Mathas at Wed 24 Apr 2013 0920
Type: Seminar
Modified: Wed 24 Apr 2013 1409; Fri 26 Apr 2013 1954
Distribution: World
Expiry: 13 May 2013
Calendar1: 13 May 2013 1500-1600
CalLoc1: AGR Carslaw 829
CalTitle1: AGR Seminar: Conditions for zero duality gap in convex programming
Auth: in SMS-auth

AGR Seminar

Conditions for zero duality gap in convex programming

A/Prof Regina Burachik, The University of South Australia

Host venue
University of South Australia

We introduce and study a new dual condition which characterizes zero duality gap in nonsmooth convex optimization. We prove that our condition is weaker than all existing constraint qualifications, including the closed epigraph condition. Our dual condition was inspired by, and is weaker than, the so-called Bertsekas? condition for monotropic programming problems. We give several corollaries of our result and special cases as applications. We pay special attention to the polyhedral and sublinear cases, and their implications in convex optimization.This research is a joint work with Jonathan M. Borwein and Liangjin Yao.

Seminar convenor
Yalcin Kaya


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