Facial reduction for a cone-convex programming problem

Abstract

In this paper we study the abstract convex program where S is an arbitrary convex cone in a finite dimensional space, Ω is a convex set and p and g are respectively convex and S (on Ω). We use the concept of a minimal cone for (P) to correct and strengthen a previous characterization of optimality for (P), see Theorem 3.2. The results presented here are used in a sequel to provide a Lagrange multiplier theorem for (P) which holds without any constraint qualification.