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Abstract
We propose a local linearization of convex programs, and a corresponding duality theory, which retains the properties of classical duality without assuming constraint qualification.
1Research partly supported by the National Research Council of Canada and by NSF Grant Eng 77-10126.
1Research partly supported by the National Research Council of Canada and by NSF Grant Eng 77-10126.
Notes
1Research partly supported by the National Research Council of Canada and by NSF Grant Eng 77-10126.