Ordinary convex programs without a duality gap
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In the Kuhn-Tucker theory of nonlinear programming, there is a close relationship between the optimal solutions to a given minimization problem and the saddlepoints of the corresponding Lagrangian function. It is shown here that, if the constraint functions and objective function arefaithfully convex in a certain broad sense and the problem has feasible solutions, then theinf sup andsup inf of the Lagrangian are necessarily equal.
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