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Topological vector space with a locally convex topology, i.e. induced by a system of seminorms.
2
votes
Accepted
Generalization of standard convex problem
Let me sketch a proof that the KKT conditions imply global optimality in the case that the objective $f$ and $S$ is convex. No constraint qualification is needed.
Let us assume that the KKT condition …
6
votes
Accepted
Interior of a dual cone
The bad news is that many closed convex cones in infinite dimensions have empty interior, e.g., the natural cone of positive functions in $L^p(\Omega)$ for all $\Omega \subset \mathbb{R}^n$; or in $W^ …