Volume 4, Number 3, September 2008, pp. 483-491
J. Gwinner, V. Jeyakumar and G.M. Lee
Key words:
stable minimax theorems, closedness condition, globally stable duality theorem and Farkas lemma, convex optimization
Mathematices Subject Classification: 46A55, 49K35, 90C25
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Copyright© 2008 Yokohama Publishers
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Abstract:
In this paper, we establish a necessary and sufficient condition for a globally stable minimax equality, where the minimax equality holds for each convex perturbation of the convex-concave bi-function involved. The necessary and sufficient condition is expressed as a closedness condition using conjugate functions of the bi-function. As an application, we obtain a necessary and sufficient condition for a globally stable Lagrangian duality theorem, and also a constraint qualification which completely characterizes the strong Lagrangian duality theorem for convex minimization problems. As a consequence of these results, we obtain a globally stable Farkas' lemma for cone-convex systems.
Necessary and sufficient conditions for globally stable convex minimax theorems