Duality for extended infinite monotropic optimization problems

被引：0
|
作者：
Dinh The Luc
Michel Volle
机构：
[1] Ton Duc Thang University,Parametric MultiObjective Optimization Research Group
[2] Ton Duc Thang University,Faculty of Mathematics and Statistics
[3] Avignon University,LMA EA 2151
来源：
Mathematical Programming | 2021年 / 189卷
关键词：
Monotropic optimization; Strong duality; Zero duality gap; Minimum cost flow; Infinite network; 90C30; 90C46; 90N15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We establish necessary and sufficient conditions for strong duality of extended monotropic optimization problems with possibly infinite sum of separable functions. The results are applied to a minimization problem of the infinite sum of proper convex functions. We consider a truncation method for duality and obtain the zero duality gap by using only dual variable of finite support. An application to minimum cost flow problems in infinite networks is also discussed.
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页码：409 / 432
页数：23
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