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I've been looking all over the internet to answer this question: Slater's condition is a commonly used to certify that strong duality holds in a convex optimization problem.

Although used in many papers and textbooks, I have been unable to find a reference to the paper in which this condition was first used. What are the origins of this condition? Who invented Slater's condition? Presumably this was a Mr. or Ms. Slater? Does anyone have a reference for me?

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  • $\begingroup$ I found only three references to the condition in my books (and none of them provide a reference). $\endgroup$ – copper.hat Jul 20 '14 at 15:35
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M. Slater, "Lagrange Multipliers Revisited," Cowles Commission Discussion Paper No. 403, November, 1950

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  • $\begingroup$ +1: Wow. How did you find that? $\endgroup$ – copper.hat Jul 20 '14 at 15:32
  • $\begingroup$ I have googled it :) $\endgroup$ – Mohammad Khosravi Jul 20 '14 at 15:33
  • $\begingroup$ I'm showing my age :-). $\endgroup$ – copper.hat Jul 20 '14 at 15:33
  • $\begingroup$ @MohammadKhosravi: Wow, so did I, but I couldn't find any reference! Thanks very much! $\endgroup$ – yori Jul 20 '14 at 16:30
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    $\begingroup$ I have seen what is referred to as the Slater condition many times (mostly in the context of duality & sensitivity), but often it is not named as such. It is convenient to have a personalized label for such things, but often correct (or attempts at) attribution lends to unwieldy names (example, the Cauchy-Bunyakovsky-Schwarz inequality). (Slater's condition is obviously not a good example of the latter!) $\endgroup$ – copper.hat Jul 20 '14 at 17:20
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Interesting! The fulltext of the paper is here:

https://cowles.yale.edu/sites/default/files/files/pub/cdp/m-0403.pdf

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