Jump to content

Slater's condition

From Wikipedia, the free encyclopedia

This is an old revision of this page, as edited by Bugmenot10 (talk | contribs) at 20:56, 27 November 2016 (updated url). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

In mathematics, Slater's condition (or Slater condition) is a sufficient condition for strong duality to hold for a convex optimization problem, named after Morton L. Slater.[1] Informally, Slater's condition states that the feasible region must have an interior point (see technical details below).

Slater's condition is a specific example of a constraint qualification. In particular, if Slater's condition holds for the primal problem, then the duality gap is 0, and if the dual value is finite then it is attained.[2]

Details

Given the problem

with convex (and therefore a convex optimization problem). Then Slater's condition implies that strong duality holds if there exists an (where relint is the relative interior and ) such that

and
[3]

If the first constraints, are linear functions, then strong duality holds if there exists an such that

and
[3]

Generalized Inequalities

Given the problem

where is convex and is -convex for each . Then Slater's condition says that if there exists an such that

and

then strong duality holds.[3]

References

  1. ^ Slater, Morton (1950). Lagrange Multipliers Revisited (PDF) (Report). Cowles Commission Discussion Paper No. 403.
  2. ^ Borwein, Jonathan; Lewis, Adrian (2006). Convex Analysis and Nonlinear Optimization: Theory and Examples (2 ed.). Springer. ISBN 978-0-387-29570-1.
  3. ^ a b c Boyd, Stephen; Vandenberghe, Lieven (2004). Convex Optimization (pdf). Cambridge University Press. ISBN 978-0-521-83378-3. Retrieved October 3, 2011.