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Generalized Polyhedral Convex Optimization Problems

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arxiv 1709.10227 v1 pith:32QCFCEX submitted 2017-09-29 math.OC

classification math.OC
keywords convexconditionsdualitygeneralizedoptimizationpolyhedralproblemproblems
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Generalized polyhedral convex optimization problems in locally convex Hausdorff topological vector spaces are studied systematically in this paper. We establish solution existence theorems, necessary and sufficient optimality conditions, weak and strong duality theorems. In particular, we show that the dual problem has the same structure as the primal problem, and the strong duality relation holds under three different sets of conditions.

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