非可微凸规划的对偶问题

A Dual Problem for Nondifferentiable Convex Programming

文章建立关于非可微凸规划的一个新的对偶问题，它不同于已知的对偶问题，文中证明了弱对偶性及强对偶性。并用Ｌａｇｒａｎｇｅ正则性证明了强对偶性的充要条件。最后，讨论了等式约束的情况。

In this paper,we set up a new dual problem for nondifferentiable convex programming which is different from well known dual problems and prove the weak duality and the strong duality. We give the necessary and sufficient condition of strong duality by using Lagrangian regularity. Finally,the case of equality constrainte is considered.