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Let $X$ be an infinite-dimensional Banach space. I have the following optimization problem.

$$\begin{array}{ll} \underset{x \in X}{\text{minimize}} & f(x)\\ \text{subject to} & g_1(x) \leq 0\\ & g_2(x) \leq 0\\ & g_3(x) = 0 \end{array}$$

where functions $f: X \to \mathbb R$ and $g_1: X \to \mathbb R$ are convex and functions $g_2, g_3: X \to \mathbb R$ are affine. I am interested in understanding under which conditions strong duality holds for this problem.

I know that if $X$ were finite-dimensional then I could use the "refined" Slater's condition that says that strong duality is attained if there exists an $\overline x \in \mbox{ri}(X)$ such that $g_1(\overline x) < 0$ and $g_2(\overline x) \leq 0$ and $g_3(\overline x) = 0$. In other words, strict feasibility for the convex constraint and standard feasibility for the affine constraint and of course for the equality constraint.

Does something similar exist when $X$ is an infinite-dimensional Banach space, e.g., $L_p$?

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  • $\begingroup$ I don't know off-hand, but the last chapter of the wonderful "Convex Analysis and Nonlinear Optimization" by Borwein and Lewis deals with the infinite-dimensional case and the various pathologies that occur there (as well as the results that carry over from the fin-dim case). $\endgroup$ Commented Mar 29, 2022 at 9:18
  • $\begingroup$ Thanks but unfortunately there doesn't seem to be anything on this matter there. $\endgroup$
    – Abumze978
    Commented Mar 31, 2022 at 6:57
  • $\begingroup$ @Abumze978 Would Theorem 1 on page 224 of the book "Optimization by vector space methods" by Luenberger solve your problem? $\endgroup$
    – KBS
    Commented Apr 7, 2022 at 18:07

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