Variational approximations of a dual pair of mathematical programming problems

Abstract

We study variational approximations of a dual pair of mathematical programming problems in terms of epi/hypo-convergence and inside epi/hypo-convergence of approximating Lagrange functions of the pair. First, the Painleve -Kuratowski convergence of approximate saddle points of approximating Lagrange functions is established under the inside epi/hypo-convergence of these approximating Lagrange functions. From this, we obtain a couple of solutions of the pair of problems and a strong duality. Under a stronger variational convergence called ancillary tight epi/hypo-convergence, we obtain the Painle ve-Kuratowski convergence of approximate minsup-points and approximate maxinf-points of approximating Lagrange functions (when approximate saddle points are not necessary to exist).