A Duality Theorem for Infinite Dimensional Improper Mathematical Programming Problems


Anatolly Anatolijevich Vatolin




A mathematical programming problem is called proper if it is solvable together with its dual and both problems share the same optimal value. Otherwise it is called improper (or contradictory). In a situation of impropriety , standard duality gives only limited information about the problem . In this paper , for improper linear programs in Banach space, a (substantial) duality scheme is suggested and the corresponding duality theorem is proved.