Refinements and Extensions of Some Strong Duality Theorems in Conic Linear Programming

Abstract

In this paper, we establish a series of new results on strong duality and solution existence for conic linear programs in locally convex Hausdorff topological vector spaces and finite-dimensional Euclidean spaces. Namely, under certain regularity conditions based on quasi-relative interiors of convex sets, we prove that if one problem in the dual pair consisting of a primal program and its dual has a solution, then the other problem also has a solution, and the optimal values of the problems are equal. In addition, we show that if the cones are generalized polyhedral convex, then the regularity conditions can be omitted. Moreover, if the spaces are finite-dimensional and the ordering cones are closed convex, then instead of the solution existence condition, it suffices to require the finiteness of the optimal value. The present paper complements our recent research work [Luan, N.N., Yen, N.D.: Strong duality and solution existence under minimal assumptions in conic linear programming. J. Optim. Theory Appl. (https://doi.org/10.1007/s10957-023-02318-w)].