Fenchel duality and the strong conical hull intersection property

被引:32
作者
Deutsch, F [1 ]
Li, W
Swetits, J
机构
[1] Penn State Univ, Dept Math, University Pk, PA 16802 USA
[2] Old Dominion Univ, Dept Math & Stat, Norfolk, VA 23529 USA
关键词
convex optimization; Fenchel duality; best approximation in Hilbert space; strong conical hull intersection property;
D O I
10.1023/A:1022658308898
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study a special dual form of a convex minimization problem in a Hilbert space, which is formally suggested by Fenchel duality and is useful for the Dykstra algorithm. For this special duality problem, we prove that strong duality holds if and only if the collection of underlying constraint sets (C-1,..., C-m) has the strong conical hull intersection property. That is, (boolean AND(1)(m) C-i-x)degrees = Sigma(1)(m) (C-i-x)degrees, for each x is an element of boolean AND(1)(m) C-i. where D degrees denotes the dual cone of D. In general, we can establish weak duality for a convex minimization problem in a Hilbert space by perturbing the constraint sets so that the perturbed sets have the strong conical hull intersection property. This generalizes a result of Gaffke and Mathar (see Ref. 1).
引用
收藏
页码:681 / 695
页数:15
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