Complete characterization of optimality for convex programming in banach spaces †
- 1 January 1980
- journal article
- research article
- Published by Taylor & Francis in Applicable Analysis
- Vol. 11 (1) , 61-78
- https://doi.org/10.1080/00036818008839319
Abstract
Conditions for optimality which are both necessary and sufficient are given for convex programming in Banach spaces. They are derived under a rather weak geometrical assumption on the existence of a relative radial point in the feasible set. This assumption is superfluous in finite dimensions. Applications include a duality theorem without a constraint qualification, and a necessary and sufficient version of Pontryagin's principle for optimal control of a convex system.Keywords
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