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The limiting Lagrangian as a consequence of Helly's theorem

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Abstract

The perturbational Lagrangian equation established by Jeroslow in convex semi-infinite programming is derived from Helly's theorem and some prior results on one-dimensional perturbations of convex programs.

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Communicated by A. V. Fiacco

This research was partially supported by NRC, Grant No. A-4493.

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Borwein, J.M. The limiting Lagrangian as a consequence of Helly's theorem. J Optim Theory Appl 33, 497–513 (1981). https://doi.org/10.1007/BF00935755

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