0
$\begingroup$

I know that Slater's condition implies strong duality and that the dual problem's supremum is attained. Is the infimum for the primal also attained under Slater's condition?

$\endgroup$

1 Answer 1

2
$\begingroup$

It has no reason to be. For example, if you minimize $y$ subject to $y \ge e^x$ (that is, $e^x-y \le 0$) then the infimum is not attained; however, a point like $(0,2)$ shows that Slater's condition is satisfied.

$\endgroup$
1
  • $\begingroup$ Thank you so much for the example! $\endgroup$
    – qp212223
    Nov 28, 2022 at 1:35

You must log in to answer this question.

Not the answer you're looking for? Browse other questions tagged .