TOP

https://doi.org/10.1007/s11750-021-00616-y

ORIGINAL PAPER

An approach to characterizing ‑solution sets of convex

programs

N. V. Tuyen1 · C.‑F. Wen2,3 · T. Q. Son4 

Received: 20 April 2020 / Accepted: 14 July 2021

© Sociedad de Estadística e Investigación Operativa 2021

Abstract
In this paper, we propose an approach to characterizing 𝜖-solution sets of convex
programs with a given 𝜖 > 0 . The results are divided into two parts. The first one is
devoted to establishing the expressions of 𝜖-solution sets of a class of convex infinite
programs. The representation is given based on the study of relationships among
the following three sets: the set of Lagrange multipliers corresponding to a given 𝜖
-solution, the set of 𝜖-solutions of the dual problem corresponding, and the set of 𝜖
-Kuhn–Tucker vectors associated with the problem in consideration. The second one
is devoted to some special cases: the 𝜖-solution sets of convex programs that have set
constraints and the almost 𝜖-solution sets of convex programs that have finite convex
constraints. Several examples are given.

Keywords  𝜖-solution · 𝜖-solution set · Minimizing sequence · 𝜖-Kuhn–Tucker vector

Mathematics Subject Classification  90C25 · 90C34 · 90C46 · 90C59

* T. Q. Son
taquangson@sgu.edu.vn
N. V. Tuyen
nguyenvantuyen83@hpu2.edu.vn; tuyensp2@yahoo.com
C.‑F. Wen
cfwen@kmu.edu.tw
1
Department of Mathematics, Hanoi Pedagogical University 2, Xuan Hoa, Phuc Yen, Vinh Phuc,
Vietnam
2
Center for Fundamental Science and Research Center for Nonlinear Analysis and Optimization,
Kaohsiung Medical University, Gaoxiong 80708, Taiwan
3
Department of Medical Research, Kaohsiung Medical University Hospital, Gaoxiong 80708,
Taiwan
4
Faculty of Mathematics and Applications, Saigon University, HCMC, Ho Chi Minh City,
Vietnam

13
Vol.:(0123456789)
 N. V. Tuyen et al.

1 Introduction

There exist optimization problems that have infimums, but they have no exact
solutions. Hence, the study of finding approximate solutions for optimization
problems has a reasonable meaning. Moreover, in numerical methods, only
approximate solutions to optimization problems can be obtained. Thus, it is
worthwhile to find approximate solutions to optimization problems with a given
error. There are many papers on this topic published for years, see for instance
(Kim and Son 2018; Scovel et al. 2007; Son et al. 2009; Son and Kim 2013; Son
2013; Son et al. 2020; Strodiot et al. 1983; Tuyen 2021) with references therein.
It is known that, in the case of optimization problems that have multiple exact
solutions, if we have information about characterizations of their solution sets,
we can develop suitable solution methods. Hence, it is necessary to develop the
problem for the case of approximate solutions.
Although there are many papers concerning approximate solutions of optimi-
zation problems published for years, characterizations of approximate solution
sets for optimization problems may be rarely (or not yet) considered, particu-
larly for optimization problems that have functional constraints. The aim of this
paper is to propose an approach to characterize approximate solution sets of some
classes of convex optimization problems. Concretely, given 𝜖 > 0 , we expect to
establish formulations to describe the constructions of 𝜖-solution sets of convex
problems using approximate subdifferentials of convex functions.
In the last three decades, there have been several studies concerning charac-
terizations of exact solution sets of optimization problems, such as Mangasarian
(1988), Burke and Ferris (1991), Jeyakumar and Yang (1995), Jeyakumar et  al.
(2004), Son and Dinh (2008), Lalitha and Mehta (2009), Kim and Son (2011),
Son and Kim (2014), Ivanov (2018) and Sisarat et  al. (2020). Most results on
characterizations of exact solution sets of optimization problems that have func-
tional constraints are derived based on the fact that there exists at least one known
solution. In this case, the Lagrange functions associated with the problems are
constant in their solution sets. This is the key to formulating the characterizations
of exact solution sets of convex optimization problems (which have functional
constraints) via Lagrange multipliers. Unfortunately, the property of Lagrange
functions is not valid if we deal with approximate solution sets of problems. Fur-
thermore, at every point of an approximate solution set, the corresponding value
of the objective function may not equal to the others. Consequently, the Lagrange
functions mentioned above cannot be constant in their solution sets. Therefore,
the aforementioned methods for characterizing exact solution sets cannot be
applied directly to give characterizations of approximate solution sets.
There are several notions of approximate solutions to optimization problems
introduced in the mathematical literature. In this paper, we are interested in the
well-known notion of approximate solutions for convex problems introduced
in Strodiot et  al. (1983). Motivated by the observations above, we propose an
approach to characterize approximate solution sets of a class of convex problems
via the set of 𝜖-solutions of their dual problems in the Lagrange type. The main

13
An approach to characterizing ε‑solution sets of convex programs

results are divided into two parts. The first part is devoted to the characterizations
of 𝜖-solution sets of convex infinite programs. The representations are established
based on the study of relationships among the following sets: the set of Lagrange
multipliers corresponding to 𝜖-solutions of the problem, the set of 𝜖-solutions of
its dual problem in Lagrange type, and the set of 𝜖-Kuhn–Tucker vectors associ-
ated with the problem. With assumption that the strong duality holds, we show
that the set of 𝜖-solutions of the dual problem equals the set of 𝜖-Kuhn–Tucker
vectors. For this approach, an 𝜖-solution set of a convex infinite problem can be
characterized via the set of 𝜖-Kuhn–Tucker vectors associated with the problem
in consideration. In this case, characterizations of the 𝜖-solution set are also given
by using minimizing sequences. In the second part, we are concerned with char-
acterizations of 𝜖-solution sets of convex programs with convex set constraints.
Furthermore, in the case of convex problems that have a number of finite con-
straints, using the approximate subdifferential of max functions, we can establish
their almost 𝜖-solution sets. Then, the 𝜖-solution sets are derived.
The paper is organized as follows. The next section is devoted to the basic notions
and results. In this section, some properties of the Lagrange function associated with
the considered problem are given. In Sect.  3, we introduce characterizations of 𝜖
-solution sets for three classes of convex optimizations: the first one is for the class
of convex infinite problems, the second one is for convex problems with one convex
set constraint, and the last one is for convex problems that have finite convex con-
straints. Some examples are given to illustrate the obtained results. The conclusions
are presented in Sect. 4.

2 Preliminaries

Let X be a Banach space and X ∗ its dual. Let f ∶ X → ℝ ∪ {+∞} be a proper convex
function. The conjugate function of f, f ∗ ∶ X ∗ → ℝ ∪ {+∞} , is defined by
f ∗ (v) ∶= sup{⟨v, x⟩ − f (x) ∣ x ∈ domf }.

For 𝜖 ≥ 0 , the 𝜖-subdifferential of a convex function f at a ∈ domf is given by

𝜕𝜖 f (a) ∶= {v ∈ X ∗ ∣ f (x) − f (a) ≥ ⟨v, x − a⟩ − 𝜖, ∀x ∈ domf }.

When 𝜖 = 0 , 𝜕𝜖 f (a) coincides with 𝜕f (a) , the subdifferential of f at a. It is also known
that
𝜕𝜖 (λf )(a) = λ𝜕𝜖∕λ f (a), ∀λ > 0.

For a nonempty, closed and convex subset C of X, the 𝜖-normal set to C at z ∈ C ,
denoted by N𝜖 (C, z) , is defined by
N𝜖 (C, z) ∶= 𝜕𝜖 𝛿C (z),

i.e.,

13
 N. V. Tuyen et al.

N𝜖 (C, z) ∶= {u ∈ X ∗ ∣ 𝛿C (x) − 𝛿C (z) ≥ ⟨u, x − z⟩ − 𝜖, ∀x ∈ C},

where 𝛿C (⋅) is the indicator function of C and is defined by

{
0, if x ∈ C,
𝛿C (x) ∶=
+∞, otherwise.

Lemma 1  (Dinh et al. 2007 Lemma 1) Let f , g ∶ X → ℝ ∪ {+∞} be proper, lower

semicontinuous (l.s.c), and convex functions such that at least one of them is con-
tinuous at some point of domf ∩ domg . Then epi f ∗ + epi g∗ is weak∗-closed.

We need the following lemma (quoted a part of Theorem 1 in Burachik and Jeya-
kumar 2005).

Lemma 2  Suppose that f , g ∶ X ⟶ ℝ ∪ {+∞} are proper, l.s.c, and convex func-
tions such that domf ∩ dom g ≠ � . The following statements are equivalent:

(i) epi f ∗ + epi g∗ is weak∗-closed;

(ii) For each 𝜖 ≥ 0 and each x ∈ domf ∩ dom g ,
⋃ ( )
𝜕𝜖 (f + g)(x) = 𝜕𝜖1 f (x) + 𝜕𝜖2 g(x) .
𝜖1 + 𝜖2 = 𝜖
𝜖 1 , 𝜖2 ≥ 0

Remark 1 We note that the assertion (ii) of Lemma 2 can be obtained with the
assumption that ri domf ∩ ri dom g ≠ � if the dimension of X is finite (see Draha
and Dutta 2012 Theorem 2.115 for more details).

Let T be an index set (possibly infinite). For a mapping λ ∶ T → ℝ , we need the
following notations.

ℝT ∶= {λ = (λt )t ⊂ ℝ, t ∈ T},
ℝ(T) ∶= {λ ∈ ℝT ∣ λt = 0 for all t ∈ T, except a finite number t ∈ T},
ℝ(T)
+ ∶= {λ ∈ ℝ
(T)
∣ λt ≥ 0, t ∈ T}.

For each λ ∈ ℝ(T) , the supporting set of λ , including index numbers t such that
λt ≠ 0 , is denoted by suppλ . Hence, suppλ = {t ∈ T ∣ λt ≠ 0} is a finite set.
For u = (ut ) ∈ ℝT  , we define ⟨λ, u⟩ by
� �
⟨λ, u⟩ ∶= λt ut = λt ut .
t∈T t∈suppλ

Consider the following convex infinite programming problem

13
An approach to characterizing ε‑solution sets of convex programs

Minimize f (x)
subject to ft (x) ≤ 0, t ∈ T, (P)
x ∈ C,
where f ∶ X → ℝ ∪ {+∞} is a proper l.s.c convex function, T is an arbitrary (pos-
sibly infinite) index set, ft ∶ X → ℝ ∪ {+∞} , t ∈ T  , are proper l.s.c convex func-
tions and C is a closed convex subset of X. Let us denote by A the feasible set of
( P  ) and by Inf (P  ) the optimal value of ( P  ). Suppose further that Inf ( P  ) is finite. In
this case, we can assume that there exists a minimizing sequence {ak } for ( P  ), i.e.,
{ak } ⊂ A and
lim f (ak ) = Inf(P).
k→∞

Definition 1 Let 𝜖 ≥ 0  . A point z ∈ A is said to be an 𝜖-solution of (  P  ) if

f (z) ≤ f (x) + 𝜖 for all x ∈ A, i.e., f (z) ≤ Inf(P) + 𝜖. The 𝜖 -solution set of ( P  ),
denoted by Sol𝜖 ( P  ), is the set
Sol𝜖 (P) ∶= {z ∈ A ∣ f (z) ≤ Inf(P) + 𝜖}.

As 𝜖 = 0 , we obtain the definition of exact solutions of ( P ).

Definition 2 Let 𝜖 ≥ 0 and let A𝜖 ∶= {x ∈ C ∣ ft (x) ≤ 𝜖, t ∈ T} . A point z ∈ A𝜖 is

said to be an almost 𝜖 -solution of ( P  ) if
f (z) ≤ f (x) + 𝜖, ∀x ∈ A.

Remark 2 Given 𝜖 ≥ 0 , if z̄ and z are two 𝜖 -solutions or two almost 𝜖 -solutions of
( P  ) then
|f (z) − f (̄z)| ≤ 𝜖.

+ is said to be an 𝜖-Kuhn–Tucker
Definition 3  (Scovel et al. 2007) A vector λ ∈ ℝ(T)
vector for ( P  ) if
InfC L(x, λ) ≥ Inf(P) − 𝜖,
∑
where L(x, λ) ∶= f (x) + t∈T λt ft (x) is the Lagrange function of ( P  ). The set of all 𝜖
-Kuhn–Tucker vectors for ( P  ) is denoted by KT𝜖 .

It is well known that, for a given 𝜖 ≥ 0 , a point z ∈ A is an 𝜖-solution for ( P  ) if
and only if
0 ∈ 𝜕𝜖 (f + 𝛿A )(z).

By setting F = {x ∈ X ∣ ft (x) ≤ 0, t ∈ T} 

, we get A = F ∩ C . If epif ∗ + epi𝛿A∗
is weak -closed then, by Lemma 2, there exist 𝜖1 ≥ 0, 𝜖̄ ≥ 0 and 𝜖2 ≥ 0 such that
∗

𝜖 = 𝜖1 + 𝜖̄ + 𝜖2 and

13
 N. V. Tuyen et al.

𝜕𝜖 (f + 𝛿A )(z) = 𝜕𝜖1 f (z) + 𝜕𝜖̄ 𝛿F (z) + 𝜕𝜖2 𝛿C (z).

Since 𝜕𝜖2 𝛿C (z) = N𝜖2 (C, z) , we get

𝜕𝜖 (f + 𝛿A )(z) = 𝜕𝜖1 f (z) + 𝜕𝜖̄ 𝛿F (z) + N𝜖2 (C, z).

Let us consider the following system

𝜎 ∶= {ft (x) ≤ 0, t ∈ T, x ∈ C}.

Denote by K the following cone

( )
⋃ ⋃
K ∶= cone epift∗ epi𝛿C∗ ,
t∈T

where ft∗ is the conjugate function of ft for each t ∈ T and 𝛿C∗ is the conjugate func-
tions of 𝛿C . We say that the system 𝜎 is a Farkas–Minkowski system (FM) if the
cone K is weak∗-closed. We note that, based on the FM condition, the optimality
conditions for exact solutions of ( P  ) are given in Dinh et al. (2007). Using a similar
argument, the approximate optimality conditions for ( P  ) can be derived in Dinh and
Son (2007). For convenience, we recalled below the approximate optimality condi-
tions under the constraint qualification.
A point z ∈ A is an 𝜖-solution of ( P  ) if and only if
(A) : there exist λ ∈ ℝ(T)
+ and 𝜖1 ≥ 0, 𝜖2 ≥ 0, 𝜖t ≥ 0 for all t ∈ T, such that
∑
0 ∈ 𝜕𝜖1 f (z) + 𝜕𝜖t (λt ft )(z) + N𝜖2 (C, z), (1)
t∈T

∑ ∑
𝜖+ λt ft (z) = 𝜖1 + 𝜖2 + 𝜖t . (2)
t∈T t∈T

Based on the spirit of Lemma 2, the condition ( A ) can be modified a bit as follows:
(B) : there exist λ ∈ ℝ(T)
+ and 𝜖 ≥ 0, 𝜖̄ ≥ 0 such that
′

∑
0 ∈ 𝜕𝜖� (f + λt ft )(z) + N𝜖̄ (C, z), (3)
t∈T

∑
𝜖+ λt ft (z) = 𝜖 � + 𝜖.
̄ (4)
t∈T

The conditions (A) and (B) are equivalent.

Proposition 1  For the problem ( P  ), given 𝜖 ≥ 0 , let z be an 𝜖-solution of ( P  ) and
assume that there exist λ ∈ ℝ(T)
+ , 𝜖1 ≥ 0, 𝜖2 ≥ 0, 𝜖t ≥ 0, t ∈ T, and the conditions
(1)–(2) hold. Then,

(i) |L(x, λ) − f (z)| ≤ 𝜖, ∀x ∈ Sol𝜖(P );

13
An approach to characterizing ε‑solution sets of convex programs

∑
(ii) −𝜖 ≤ t∈T λt ft (z) ≤ 0;
∑
(iii) If x ∈ Sol𝜖(P  ) then −2𝜖 ≤ t∈T λt ft (x) ≤ 0.

Proof  By the conditions (1)–(2), there exist u ∈ 𝜕𝜖1 f (z), vt ∈ 𝜕𝜖t (λt ft )(z), t ∈ T, and
w ∈ N𝜖2 (C, z) such that
∑ ∑ ∑
u+ vt = −w and 𝜖 + λt ft (z) = 𝜖1 + 𝜖2 + 𝜖t . (5)
t∈T t∈T t∈T

Note that

⎧ f (x) − f (z) ≥ ⟨u, x − z⟩ − 𝜖1 , ∀x ∈ C,

⎪
⎨ tt
(λ f )(x) − (λ f
t t )(z) ≥ ⟨vt , x − z⟩ − 𝜖t , t ∈ T, ∀x ∈ C,
⎪ ⟨−w, x − z⟩ ≥ −𝜖2 , ∀x ∈ C.
⎩

Hence,
� �
f (x) − f (z) + [(λt ft )(x) − (λt ft )(z)] ≥⟨u + vt , x − z⟩ − 𝜖1
t∈T t∈T
�
− 𝜖t , ∀x ∈ C.
t∈T

Combining this with (5) and noting that ⟨−w, x − z⟩ ≥ −𝜖2 , we get
∑ ∑ ∑
f (x) + (λt ft )(x) ≥ f (z) + (λt ft )(z) − 𝜖1 − 𝜖t − 𝜖2 .
t∈T t∈T t∈T

Thus,
∑
L(x, λ) = f (x) + (λt ft )(x) ≥ f (z) − 𝜖, ∀x ∈ C. (6)
t∈T

On the other hand, if x ∈ Sol𝜖(P  ) then x ∈ A and

f (x) ≤ f (y) + 𝜖, ∀y ∈ A.

Hence,
∑
L(x, λ) = f (x) + (λt ft )(x) ≤ f (x) ≤ f (z) + 𝜖, ∀x ∈ Sol𝜖 (P).
t∈T

This and (6) imply that

f (z) − 𝜖 ≤ L(x, λ) ≤ f (z) + 𝜖, ∀x ∈ Sol𝜖 (P).
∑
Hence, we get −𝜖 ≤ t∈T λt ft (z) ≤ 0; and
|L(x, λ) − f (z)| ≤ 𝜖, ∀x ∈ Sol𝜖 (P).

Moreover, from (6), it deduces that

13
 N. V. Tuyen et al.

∑
(λt ft )(x) ≥ f (z) − f (x) − 𝜖.
t∈T

As x ∈ Sol𝜖 ( P  ), then, by Remark 2, we get f (z) − f (x) ≥ −𝜖 . Thus,
∑
0≥ (λt ft )(x) ≥ −2𝜖.
t∈T

The proof is completed.  ◻

Remark 3 As 𝜖 = 0 , Proposition 1 reduces to Son and Dinh (2008) Lemma 3.1.

3 Characterizations of ‑solution sets

3.1 Convex programs with a number of infinite functional constraints

In this part, we propose an approach to obtain characterizations of 𝜖-solution set of

( P  ). Firstly, based on the 𝜖-optimality condition recalled in Sect. 2, we deduce the
set of all 𝜖-solutions of ( P  ) that correspond to one multiplier λ . Then, via the set of
Kuhn–Tucker vectors, we deduce a representation for the 𝜖-solution set of ( P ).

3.1.1 The set of ‑solutions of ( P  ) corresponding to one multiplier 

Let 𝜖 > 0 . Suppose that z ∈ A is an 𝜖-solution for ( P  ) such that there exist λ ∈ ℝ(T)
+  ,
𝜖̄ ≥ 0, 𝜖 ′ ≥ 0 and the conditions (3)–(4) hold. Note that, the λ above is not unique.
We denote by M(z) the set of all vectors λ which satisfy the approximate optimality
condition corresponding to z.

Lemma 3 Given 𝜖 > 0 , if z ∈ A is an 𝜖-solution of ( P  ) then there exist

+ , 𝜖 ∈ [0, 𝜖] and u ∈ 𝜕𝜖 � L(⋅, λ)(z) such that
λ ∈ ℝ(T) �

�
⟨u, x − z⟩ ≥ 𝜖 � − 𝜖 − λt ft (z), ∀x ∈ A.
t∈T

Proof Let z ∈ A be an 𝜖-solution of ( P  ). By the condition ⇐B⇒ , there exist λ ∈ ℝ(T)
+
and 𝜖 ′ ≥ 0, 𝜖̄ ≥ 0 such that
0 ∈ 𝜕𝜖� L(⋅, λ)(z) + N𝜖̄ (C, z),
∑
𝜖+ λt ft (z) = 𝜖 � + 𝜖.
̄ (7)
t∈T

Hence, there is u ∈ 𝜕𝜖� L(⋅, λ)(z) such that −u ∈ N𝜖̄ (C, z) . Since −u ∈ N𝜖̄ (C, z),
⟨u, x − z⟩ ≥ −𝜖,
̄ ∀x ∈ A.

Combining this with (7), we derive the desired result.  ◻

13
An approach to characterizing ε‑solution sets of convex programs

We now describe the set of all 𝜖-solutions of ( P  ) corresponding to the multi-
plier λ . Suppose that z is a fixed 𝜖-solution of ( P  ) and λ∗ ∈ M(z) is a Lagrange
multiplier corresponding to z by the conditions (3)–(4). In this case, for the
Lagrange function L associated to ( P  ), we can check that the pair (z, λ∗ ) is an 𝜖
-saddle point of the Lagrange function L, i.e.,

L(z, λ) − 𝜖 ≤ L(z, λ∗ ) ≤ L(x, λ∗ ) + 𝜖, ∀(x, λ) ∈ C × ℝ(T)

+ .

Lemma 4 Let 𝜖 > 0 and y ∈ A . For 𝜖 � ∈ [0, 𝜖] , if there exist λ∗ ∈ ℝ(T)
+ and
u ∈ 𝜕𝜖� L(⋅, λ∗ )(y) such that
�
⟨u, x − y⟩ ≥ 𝜖 � − 𝜖 − λ∗t ft (y), ∀x ∈ A,
t∈T

then y is an 𝜖-solution of ( P ).

Proof Let 𝜖 � ∈ [0, 𝜖] and y ∈ A  . Suppose that there exist λ∗ ∈ ℝ(T)

+ and
u ∈ 𝜕𝜖� L(⋅, λ∗ )(y) such that
�
⟨u, x − y⟩ ≥ 𝜖 � − 𝜖 − λ∗t ft (y), ∀x ∈ A.
t∈T

Since u ∈ 𝜕𝜖� L(⋅, λ )(y) and L(⋅, λ ) is convex,

∗ ∗

L(x, λ∗ ) − L(y, λ∗ ) ≥ ⟨u, x − y⟩ − 𝜖 � , ∀x ∈ C.

Combining this and the above inequality, we derive

f (x) + 𝜖 ≥ f (y), ∀x ∈ A,

i.e., y is an 𝜖-solution of ( P  ). The proof is completed.  ◻

Given 𝜖 > 0 , let us denote by S(λ∗ , 𝜖 � ) the set of all the 𝜖-solutions of ( P  ) corre-
sponding to (λ∗ , 𝜖 � ) above. It is obvious that S(λ∗ , 𝜖 � ) ⊂ Sol𝜖 ( P  ), where 𝜖 � ∈ [0, 𝜖].
Combining the assertion (iii) of Proposition 1 and Lemma 3, we have that

⎧ ⎫
⎪ � u ∈ 𝜕𝜖� L(⋅, λ∗ )(y), ∑ ⎪
�
S(λ , 𝜖 ) ∶= ⎨y ∈ C � ⟨u, x − y⟩
∗ � � ∗
∑ ≥ 𝜖 ∗− 𝜖 − t∈T λt ft (y), ∀x ∈ A, ⎬
�
⎪ � −2𝜖 ≤ t∈T λt ft (y) ≤ 0. ⎪
⎩ ⎭

Set
⋃
S𝜖 (λ∗ ) ∶= S(λ∗ , 𝜖 � ).
𝜖� ≥ 0 (8)
0 ≤ 𝜖� ≤ 𝜖
We obtain the following inclusion:

13
 N. V. Tuyen et al.

S𝜖 (λ∗ ) ⊂ Sol𝜖 (P).

3.1.2 
‑solution set of the dual problem of ( P  ) and ‑Kuhn–Tucker vectors

For the above Lagrange function, let us consider the function

𝜑(λ) = InfC L(x, λ).

The dual problem of ( P  ) in the Lagrange type is formulated by

Max 𝜑(λ)
(D)
λ ∈ ℝ(T)
+ .

Denote by Sup ( D ) the optimal value of ( D ). We suppose that the strong duality
between ( P  ) and ( D ) holds, i.e., Sup(D) = Inf(P).

Definition 4 Let 𝜖 > 0 . For the problem ( D ), a vector ̄λ ∈ ℝ(T)
+ is said to be an 𝜖
-solution of ( D ) if

𝜑(̄λ) ≥ Sup(D) − 𝜖.

Let us denote the 𝜖-solution set of ( D ) by Sol𝜖 ( D ). Note that, KT𝜖 is the set intro-
duced in Scovel et al. (2007). Moreover, the relationships between Sol𝜖 ( D ) and KT𝜖
are investigated in that paper, where the convex problem in consideration has finite
constraints. Here, for convenience, we give below a direct proof for the equality
relationship.

Proposition 2  Suppose that the strong duality between ( P  ) and ( D ) holds. Given
𝜖 > 0 , one has
Sol𝜖 (D) = KT𝜖 .

Proof Let ̄λ ∈ KT𝜖 . We get

𝜑(̄λ) = InfC L(x, ̄λ) ≥ Inf(P) − 𝜖.

Note that, by weak duality, 𝜑(λ) ≤ Inf ( P  ) for all λ ∈ ℝ(T)
+  . Hence

𝜑(̄λ) ≥ 𝜑(λ) − 𝜖, ∀λ ∈ ℝ(T)

+ .

Thus, ̄λ ∈ Sol𝜖 ( D).

Conversely, let ̄λ ∈ Sol𝜖(D ). Hence,

𝜑(̄λ) ≥ Sup (D) − 𝜖.

By the strong duality between ( P  ) and ( D ), we get

𝜑(̄λ) ≥ Inf(P) − 𝜖,

13
An approach to characterizing ε‑solution sets of convex programs

i.e.,

InfC L(x, ̄λ) ≥ Inf(P) − 𝜖.

Thus, ̄λ ∈ KT𝜖 .  ◻

Proposition 3  Suppose that ̄λ ∈ ℝ(T) + satisfies the conditions (3)–(4) corresponding

to the 𝜖-solution z of ( P  ). Then, the vector ̄λ is a point of KT𝜖.

Proof Since ̄λ satisfies the conditions (3)–(4) corresponding to z, there exists

u ∈ 𝜕𝜖� L(⋅, ̄λ)(z) such that −u ∈ N𝜖̄ (C, z) . By the convexity property of the function
L(⋅, ̄λ) , we get
� �
f (x) + ̄λt ft (x) − f (z) − ̄λt ft (z) ≥ ⟨u, x − z⟩ − 𝜖 � , ∀x ∈ C.
t∈T t∈T

Combining this with −u ∈ N𝜖̄ (C, z) , we deduce that

∑ ∑
f (x) + ̄λt ft (x) − f (z) − ̄λt ft (z) ≥ −(𝜖̄ + 𝜖 � ), ∀x ∈ C.
t∈T t∈T

Hence,
∑ ∑
f (x) + ̄λt ft (x) − f (z) ≥ ̄λt ft (z) − (𝜖̄ + 𝜖 � ) = −𝜖, ∀x ∈ C.
t∈T t∈T

Thus,

L(x, ̄λ) ≥ f (z) − 𝜖, ∀x ∈ C.

On the other hand, by the weak duality between ( 

P ) and ( 
D ), we see that
f (z) ≥ 𝜑(λ) , for all λ ∈ ℝ(T)
+   . Hence,

L(x, ̄λ) ≥ 𝜑(λ) − 𝜖, ∀λ ∈ ℝ(T)

+ , ∀x ∈ C.

Thus,

𝜑(̄λ) = InfC L(x, ̄λ) ≥ 𝜑(λ) − 𝜖, ∀λ ∈ ℝ(T)

+ .

This means that the vector ̄λ is an 𝜖-solution of ( D ). By Proposition 2, the vector ̄λ is
also a point of KT𝜖 .  ◻

Example 1 Let C ∶= {x = (xn )n ∈ l2 ∣ 0 ≤ xn ≤ n1 , ∀n ∈ ℕ}, where l2 is the Banach

space of all real sequences x = (xn )n with the norm
� �1
�
∞ 2

‖x‖ ∶= xn2 < +∞.

n=1

13
 N. V. Tuyen et al.

Clearly, C is nonempty, closed and convex. Consider the following convex infinite
programming problem
∑∞ x
Minimize f (x) ∶= n=2 nn
subject to 1 − tx1 ≤ 0, t ∈ T ∶= (2, +∞) (P1 )
x = (xn )n ∈ C.

+  , we have
For each λ = (λn )n ∈ ℝ(T)
∑
∞
xn ∑ ∑
∞
xn ∑
L(x, λ) = + λt (1 − tx1 ) = + λt (1 − tx1 ).
n=2
n t∈T n=2
n t∈suppλ

A simple computation gives that

∑
𝜑(λ) = InfC L(x, λ) = λt (1 − t) and Inf(P1 ) = 0.
t∈suppλ

Hence, from Definition 3 for each 𝜖 ≥ 0 , we get

{ }
(T)
∑
KT𝜖 = λ ∈ ℝ+ ∣ λt (1 − t) ≥ −𝜖 .
t∈suppλ

It is easy to check that Sup(D1 ) = 0 , where (D1 ) is the dual problem of ( P1 ). This
means that the strong duality between ( P1 ) and (D1 ) holds. Hence, by Proposition 2,
the 𝜖-solution set of (D1 ) is
{ }
∑
Sol𝜖 (D1 ) = λ ∈ ℝ(T)+ ∣ λ t (1 − t) ≥ −𝜖 .
t∈suppλ

3.1.3 Characterizations for ‑solution set of ( P )

Given an 𝜖-solution of ( P  ), we assume that the condition (B) holds. From Lemma 3,
we can see that each 𝜖-solution of ( P  ) corresponds with at least one Lagrange mul-
tiplier via the 𝜖-optimality condition. The Lagrange multiplier is an 𝜖-solution of the
dual problem of ( P  ) in the Lagrange type if the strong duality holds. The set of all 𝜖
-solutions of the dual problem of ( D ) is also the set of all 𝜖-Kuhn–Tucker vectors.
Combining the assertion of Proposition 2 and the formula of S𝜖 (λ∗ ) given by (8), we
propose a representation for the 𝜖-solution set of ( P  ) by the following theorem.

Theorem 1  Suppose that the strong duality between ( P  ) and ( D ) holds. Given 𝜖 > 0 ,
one has
⋃
Sol𝜖 (P) = S𝜖 (λ∗ ),
λ∗ ∈KT𝜖

where

13
An approach to characterizing ε‑solution sets of convex programs

⋃
S𝜖 (λ∗ ) = S(λ∗ , 𝜖 � ),
𝜖� ≥ 0
0 ≤ 𝜖� ≤ 𝜖
i.e.,

⎧ ⎫
� � ⎪ � u ∈ 𝜕𝜖� L(⋅, λ∗ )(y), ∑ ⎪
�
Sol𝜖 (P) ∶= ⎨ y ∈ C � ⟨u, x − y⟩
∑ ≥ 𝜖 �
− 𝜖 − λ∗
f (y), ∀x ∈ A, ⎬.
� t∈T t t
λ∗ ∈KT𝜖
𝜖� ≥ 0 ⎪ � −2𝜖 ≤ t∈T λt ft (y) ≤ 0.
∗ ⎪
⎩ ⎭
0 ≤ 𝜖� ≤ 𝜖
(9)
Proof Let z ∈ Sol𝜖(P  ). By the assumption (B) and Lemma 3, there exist 𝜖 ∈ [0, 𝜖] �

and λ∗ ∈ ℝ(T)
+ such that z ∈ S(λ , 𝜖 ) . Hence, z ∈ S𝜖 (λ ) . By Proposition 3, λ ∈ KT𝜖
∗ � ∗ ∗

and
⋃
Sol𝜖 (P) ⊂ S𝜖 (λ∗ ).
λ∗ KT𝜖
⋃
Conversely, assume that z ∈ λ∗ ∈KT𝜖 S𝜖 (λ∗ ). Then, there exists λ∗ ∈ KT𝜖 such that
z ∈ S𝜖 (λ∗ ), i.e., there exists 𝜖 � ∈ [0, 𝜖] such that z ∈ S(λ∗ , 𝜖 � ) . Since KT𝜖 = Sol𝜖(D ),
+  . By Lemma 4, we can see that z is an 𝜖-solution of ( P  ). 
λ∗ ∈ ℝ(T) ◻

Remark 4  As ( P  ) is finite, we can suppose that Inf(P) = limk f (ak ) , where {ak } is a
minimizing sequence of ( P  ). In practical view, the formula (9) can be replaced by
the following one.

⎧ ⎫
� � ⎪ � u ∈ 𝜕𝜖� L(⋅, λ∗ )(y), ∑ ⎪
�
⎨y ∈ C �� ⟨u, an −∑y⟩ ≥ 𝜖 − 𝜖 − t∈T λt ft (y), ∀n ∈ ℕ, ⎬.
� ∗
Sol𝜖 (P) ∶=
λ∗ ∈KT𝜖
𝜖� ≥ 0 ⎪ � −2𝜖 ≤ t∈T λt ft (y) ≤ 0.
∗ ⎪
⎩ ⎭
0 ≤ 𝜖� ≤ 𝜖
(10)
Example 2  Finding the 1
4
-solution set of the following problem:

Minimize x2
subject to x ≤ 0, (P2 )
x ∈ ℝ.
[ ]
It is easy to check that the 14-solution set of ( P2 ) is − 12 , 0  . We now verify this by
using the formula (10). Indeed, for the problem ( P2 ), the Lagrange function is

L(x, λ) = x2 + λx.
Since the function L(⋅, λ) is convex, we get

λ2
𝜑(λ) = InfC L(x, λ) = − .
4

13
 N. V. Tuyen et al.

Note that Inf(P2 ) = 0 . Hence,

{ }
λ2 1
KT 1 = λ ∈ ℝ+ ∣ − ≥ − = [0, 1].
4 4 4

It is easy to check that λ = 0 is an exact solution of the dual problem of ( P2 ). We

now determine the 1/4-solution set of (  P2 ) with λ ∈ (0, 1] . Let 𝜖 � ∈ [0, 1∕4] ,
h1 (y) = y , h2 (y) = λy . We have that L(y, λ) = h1 (y) + h2 (y) and
2

𝜕𝜖� L(⋅, λ)(y) = 𝜕𝜖1 h1 (y) + 𝜕𝜖� −𝜖1 h2 (y), 𝜖1 ∈ [0, 𝜖 � ].

A simple computation gives that

√ √
𝜕𝜖1 h1 (y) = {u ∣ 2y − 2 𝜖1 ≤ u ≤ 2y + 2 𝜖1 } and 𝜕𝜖� −𝜖1 h2 (y) = {λ}.
√
Choose u = 2y + 2t 𝜖1 + λ ∈ 𝜕𝜖1 L(⋅, λ)(y), where 𝜖1 ∈ [0, 𝜖 � ], t ∈ [−1, 1] and
{ak } = {1∕k} is a minimizing sequence of ( P2 ). To obtain the 1/4-solution set of
( P2 ), due to Theorem 1, we need to solve the following system with 𝜖 = 1∕4:
� √
(2y + 2t 𝜖 � + λ)(ak − y) ≥ 𝜖 � − 𝜖 − λy,
−2𝜖 ≤ λy ≤ 0.

We get

⎧ √ √ √ √
� 2 � � � 2 � �
⎪ −4t 𝜖 − 16t 𝜖 + 8 − 32𝜖 ≤ y ≤ −4t 𝜖 + 16t 𝜖 + 8 − 32𝜖 ,
⎨ 8 8
⎪ −1∕2 ≤ λy ≤ 0,
⎩

i.e.,

⎧ √ √
−4t �− 16t2 𝜖 � + 8 − 32𝜖 �
⎪ 𝜖
≤ y ≤ 0,
⎨ 8
⎪ −1∕2 ≤ λy ≤ 0.
⎩

Taking union for all 𝜖 � ∈ [0, 1∕4] , for all t ∈ [−1, 1] , and for all λ ∈ [0, 1] we obtain
Sol𝜖 (P2 ) = [−1∕2, 0].

3.2 Special cases

3.2.1 Convex programs with convex set constraints

Let us consider the following convex problem:

Minimize f (x)
(P3 )
subject to x ∈ C,

13
An approach to characterizing ε‑solution sets of convex programs

where C is a nonempty closed convex subset of X and f is as above. We suppose that

Inf (P3 ) is finite and that epif ∗ + epi𝛿C∗ is weak∗-closed.

Lemma 5 Given 𝜖 > 0 , the following assertions hold:

(i) If z is an 𝜖-solution of ( P3 ), then there exist 𝜖 � ∈ [0, 𝜖] and u ∈ 𝜕𝜖� f (z) such that
⟨u, x − z⟩ ≥ −(𝜖 − 𝜖 � ) for all x ∈ C.
(ii) For 𝜖 � ∈ (0, 𝜖] and z ∈ C , if there exists u ∈ 𝜕𝜖� f (z) such that

⟨u, x − z⟩ ≥ −(𝜖 − 𝜖 � )

for all x ∈ C , then z is an 𝜖-solution of ( P3).

Proof 

(i) Assume that z is an 𝜖 -solution of ( P3  ) . Then, 0 ∈ 𝜕𝜖 (f + 𝛿C )(z)  . Since

epif ∗ + epi𝛿C∗ is weak∗-closed, by Lemma 2, there exists 𝜖 � ∈ [0, 𝜖] such that
0 ∈ 𝜕𝜖� f (z) + 𝜕𝜖−𝜖� 𝛿C (z),

i.e., there exists u ∈ 𝜕𝜖� f (z) such that −u ∈ 𝜕𝜖−𝜖� 𝛿C (z) . Consequently,

𝛿C (x) − 𝛿C (z) ≥ −⟨u, x − z⟩ − (𝜖 − 𝜖 � ), ∀x ∈ C.

As x and z belong to C, the left-hand side of the above inequality equals to

zero. The desired inequality follows.
(ii) Let 𝜖 � ∈ (0, 𝜖] . Suppose that there exists u ∈ 𝜕𝜖� f (z) such that

⟨u, x − z⟩ ≥ −(𝜖 − 𝜖 � ), ∀x ∈ C. (11)

Since u ∈ 𝜕𝜖� f (z) , we obtain

f (x) − f (z) ≥ ⟨u, x − z⟩ − 𝜖 � , ∀x ∈ C.

Combining this with (11) we get

𝜖 � + f (x) ≥ f (z) − (𝜖 − 𝜖 � ), ∀x ∈ C.

Hence, f (z) ≤ Inf(P3 ) + 𝜖 , i.e., z is an 𝜖-solution of ( P3).

 ◻
Using a minimizing sequence, the above lemma can be rewritten as follows.

Lemma 6 Let {ak } be a minimizing sequence of ( P3 ). Given 𝜖 > 0 , the following
assertions hold:

(i) If z is an 𝜖-solution of ( P3 ), then there exist 𝜖 � ∈ [0, 𝜖] and u ∈ 𝜕𝜖� f (z) such that
⟨u, ak − z⟩ ≥ −(𝜖 − 𝜖 � ) for all k ∈ ℕ.

13
 N. V. Tuyen et al.

(ii) For 𝜖 � ∈ (0, 𝜖] and z ∈ C , if there exists u ∈ 𝜕𝜖� f (z) such that

⟨u, ak − z⟩ ≥ −(𝜖 − 𝜖 � )

for all k ∈ ℕ , then z is an 𝜖-solution of ( P3).

From Lemma 5, we propose the following theorem for characterizing the 𝜖-solu-
tion set of ( P3 ) without proof.

Theorem 2 Given 𝜖 ≥ 0 , we have

� � �
Sol𝜖 (P3 ) = y ∈ C ∣ u ∈ 𝜕𝜖� f (y), ⟨u, x − y⟩ ≥ 𝜖 � − 𝜖, ∀x ∈ C .
𝜖� ≥ 0
0 ≤ 𝜖� ≤ 𝜖
Corollary 1 Let {ak } be a minimizing sequence of ( P3 ). Given 𝜖 ≥ 0 , we have
� � �
Sol𝜖 (P3 ) = y ∈ C ∣ u ∈ 𝜕𝜖� f (y), ⟨u, ak − y⟩ ≥ 𝜖 � − 𝜖, ∀k ∈ ℕ .
𝜖� ≥ 0
0 ≤ 𝜖� ≤ 𝜖
As 𝜖 = 0 , we obtain the following result.

Corollary 2  (Son and Dinh 2008 Theorem 3.3) Suppose that epif ∗ + epi𝛿C∗ is weak∗
-closed and {ak } is a minimizing sequence of ( P3 ). Then,
� �
Sol(P3 ) = y ∈ C ∣ u ∈ 𝜕f (y), ⟨u, ak − y⟩ ≥ 0, ∀k ∈ ℕ .

Example 3  Find the 1/4-solution set of the following problem:

Minimize x2
subject to x2 − x ≤ 0, (P4 )
x ∈ C ∶= [−1∕2, 1].

Let f (x) = x2 , f1 (x) = x2 − x . For the problem ( P4 ), it is easy to see that its feasi-
ble set is A = [0, 1] and its optimal value is Inf(P4 ) = 0 . Clearly, (ak ) = (1∕k) ⊂ A is
a minimizing sequence of ( P4).
Firstly, we find the 1/4-solution set of ( P4 ) by using Corollary 1, i.e., we find the
1/4-solution set of the problem formulated by

Min{f (x) ∣ x ∈ [0, 1]}. (P� )

For f (x) = x2 , with a simple computation, we get
� √ √ �
𝜕𝜖� f (x) = u ∈ ℝ ∣ 2x − 2 𝜖 � ≤ u ≤ 2x + 2 𝜖 � .
√
Set u = 2x + 2t 𝜖 � ∈ 𝜕𝜖� f (x) , where −1 ≤ t ≤ 1 . Note that 𝜖 = 1∕4 and

13
An approach to characterizing ε‑solution sets of convex programs

√
⟨u, ak − x⟩ ≥ 𝜖 � − 𝜖, ∀k ∈ ℕ ⇔ 2x2 + 2t 𝜖 � x + 𝜖 � − 1∕4 ≤ 0.

We get
√ √
−4t 𝜖 � + 16t2 𝜖 � + 8 − 32𝜖 �
0≤x≤ . (12)
4
From (12), taking union for all 𝜖 � ∈ (0, 1∕4] and for t ∈ [−1, 1] , we obtain
Sol𝜖 (P4 ) = [0, 1∕2].

3.2.2 Almost ‑solution sets of convex programs

Let us consider the following problem:

Minimize f (x)
subject to fi (x) ≤ 0, i = 1, … , m, (P5 )
x ∈ C,
where f , fi ∶ X → ℝ ∪ {+∞} , i = 1, … , m, are proper l.s.c. convex functions, and C
is a nonempty convex subset of X. Assume that the optimal value of ( P5 ), denoted
by Inf(P5 ) , is finite. Let A be the feasible set of ( P5 ), i.e.,
A ∶= {x ∈ X ∣ x ∈ C, fi (x) ≤ 0, i = 1, … , m}.

By the convexity of A and fi , i ∶= 1, ..., m , the 𝜖-solution set of ( P5 ) can be found by
the problem Min{f (x) ∣ x ∈ A} via Theorem 2. We now propose another approach to
characterize 𝜖-solution set of ( P5 ) below. Set
{
max{f0 (x), f1 (x), … , fm (x)}, if x ∈ C,
F(x) ∶=
+∞, otherwise,

where f0 (x) ∶= f (x) − Inf(P5 ) . It is obvious that F is a convex function, and
domF = domf ∩ domf1 ∩ … ∩ domfm .

Let us consider the following convex problem associated to ( P5).

Minimize F(x)
Pm
subject to x ∈ C.

The characterization of 𝜖-solution set of ( Pm ) can be given using approximate sub-
differential of the convex function F. Hence, it is worthwhile to recall the formu-
lation for approximate subdifferential of Max function that includes finite convex
functions. Note that the formulation was introduced in Aubin and Vinter (2007)
Theorem 4.1, where the involved functions are defined on a Banach space. With a
number of finite proper convex functions fi ∶ X ⟶ ℝ ∪ {+∞} , i = 1, 2, … , m and
𝜑 ∶= max{f1 , … , fm }, for z ∈ dom𝜑 , we have

13
 N. V. Tuyen et al.

∑
m
∑
m
∑
m
∑
m
𝜕𝜖 𝜑(z) = 𝜕𝜖i (𝛼i fi )(z), 𝛼i ≥ 0, 𝛼i = 1, 𝜖 = 𝜖i + f (z) − 𝛼i fi (z).
i=1 i=1 i=1 i=1

We also note that the formulation above is rephrased in Draha and Dutta (2012)
Theorem 2.118, where the involved functions are defined on ℝn.
In the following results, we suppose that X is a finite dimensional space. By
Remark 1, the assumption epif ∗ + epi𝛿C∗ is weak∗-closed can be replaced by
rif ∩ ri𝛿C ≠ � . Denote by Inf(Pm ) the value of ( Pm ) and assume that it is finite.
Directly from Theorem 2, we obtain the following theorem for characterizing the
𝜖-solution set of ( Pm ). The proof of the theorem below is omitted.

Theorem 3  For the problem ( Pm ), suppose that

ri domf ∩ ri domf1 ∩ ⋯ ∩ ri domfm ∩ riC ≠ �.

Given 𝜖 > 0 , we have

� � �
Sol𝜖 (Pm ) = y ∈ C ∣ u ∈ 𝜕𝜖� F(y), ⟨u, x − y⟩ ≥ 𝜖 � − 𝜖, ∀x ∈ C .
𝜖� ≥ 0
0 ≤ 𝜖� ≤ 𝜖
Corollary 3  For the problem ( Pm ), suppose that
ri domf ∩ ri domf1 ∩ ⋯ ∩ ri domfm ∩ riC ≠ �

and {bk } is a minimizing sequence of ( Pm ). Given 𝜖 > 0 , we have

� � �
Sol𝜖 (Pm ) = y ∈ C ∣ u ∈ 𝜕𝜖� F(y), ⟨u, bk − y⟩ ≥ 𝜖 � − 𝜖, ∀k ∈ ℕ .
𝜖� ≥ 0
0 ≤ 𝜖� ≤ 𝜖
We now describe a close relationship between approximate solutions of ( P5 )
and ( Pm ). It is inspired by Draha and Dutta (2012) Theorem 10.10.

Proposition 4 Given 𝜖 ≥ 0 , if z is an 𝜖-solution of ( P5 ) then z is also an 𝜖-solution of

( Pm ). Conversely, if z is an 𝜖-solution of ( Pm ) then it is an almost 𝜖-solution of ( P5 ).
In addition, if z ∈ A , then it is an 𝜖-solution of ( P5).

Proof If z is an 𝜖-solution of ( P5 ) then z ∈ A and

f (z) ≤ f (x) + 𝜖, ∀x ∈ A.

Hence,
F(z) = f (z) − Inf(P5 ) ≤ f (x) − Inf(P5 ) + 𝜖, ∀x ∈ A.

Thus,

13
An approach to characterizing ε‑solution sets of convex programs

F(z) ≤ F(x) + 𝜖, ∀x ∈ A.
As x ∈ C⧵A , we get F(x) > 0 . Note that F(z) = f (z) − Inf(P5 ) ≤ 𝜖 . Combining this
and F(x) > 0 for x ∈ C⧵A we get
F(z) ≤ F(x) + 𝜖, ∀x ∈ C⧵A.

So,
F(z) ≤ F(x) + 𝜖, ∀x ∈ C,
i.e., z is an 𝜖-solution of ( Pm).
Conversely, let z be an 𝜖-solution of ( Pm ). We obtain
F(z) ≤ F(x) + 𝜖, ∀x ∈ C. (13)
Therefore,
max{f (z) − Inf(P5 ), f1 (z), … , fm (z)} ≤ F(x) + 𝜖, ∀x ∈ C.

Since A ⊂ C,
InfC (Pm ) ≤ InfA (Pm ) = 0.

This and (13) imply that F(z) ≤ 𝜖 . Thus,

f (z) ≤ Inf(P5 ) + 𝜖

and
fi (z) ≤ 𝜖, i = 1, ..., m.

This means that z is an almost 𝜖-solution of ( P5 ). Obviously, if z ∈ A then z is an 𝜖

-solution of ( P5 ).  ◻

Remark 5  Sol𝜖(Pm ) is the almost 𝜖-solution set of ( P5 ) and

Sol𝜖 (P5 ) ⊂ Sol𝜖 (Pm ).

Furthermore,
Sol𝜖 (P5 ) = Sol𝜖 (Pm ) ∩ A.

4 Conclusions

In our results, some new properties of the Lagrange function corresponding to a

multiplier associated to the given 𝜖-solution are discovered; Characterizations of
𝜖-solution sets of convex infinite programs are established; Characterizations of 𝜖
-solution sets of convex programs with convex set constraints are investigated;

13
 N. V. Tuyen et al.

Characterizations of almost 𝜖-solution sets of convex programs with a number of

finite convex functional constraints are also given.
Since cone-constrained convex programming problems or semidefinite program-
ming problems can be transformed into convex infinite problems (see for example
Son et al. 2009 and Tuyen et al. 2020), and convex multiobjective optimization prob-
lems can be transformed into scalar convex problems using scalarization method,
the obtained results can be applied for the optimization problems in these classes.

Acknowledgements  The authors would like to thank the two anonymous reviewers, whose suggestions
and comments improved the paper. The research of the first author was funded by Vietnam Ministry of
Education and Training under Grant number B2021-SP2-06. A part of this work was done while he was
visiting Vietnam Institute for Advanced Study in Mathematics (VIASM). He would like to thank VIASM
for support and hospitality. The research of the second author was supported partially by the Grant MOST
108-2115-M-037-001, and the grant from Research Center for Nonlinear Analysis and Optimization
Kaohsiung Medical University, Taiwan. The research of the third author was supported partially by Sai-
gon University. He would also like to express his sincere thanks to the Department of Applied Mathemat-
ics, National Sun Yat-sen University, Kaohsiung, Taiwan, where parts of his research were carried out.

References
Aubin J-P, Vinter RB (2007) Convex Analysis and Optimization. Pitman Advanced Publishing Program,
Boston
Burachik RS, Jeyakumar V (2005) A new geometric condition for Fenchel’s duality in infinite dimen-
sional spaces. Math Program 104:229–233
Burke JV, Ferris M (1991) Characterization of solution sets of convex programs. Oper Res Lett 10:57–60
Dinh N, Son TQ (2007) Approximate optimality conditions and duality for convex infinite programming
problems. J. Sciences & Technology Development 10:29–38
Dinh N, Goberna MA, López MA, Son TQ (2007) New Farkas-type constraint qualifications in convex
infinite programming. ESAIM Control Optim Calc Var 13:580–597
Draha A, Dutta J (2012) Optimality Conditions in Convex Optimization: A Finite Dimensional View.
CRC Press Taylor Francis Group, New York
Ivanov VI (2018) Characterizations of solution sets of differentiable quasiconvex programming problems.
J Optim Theory Appl 181:144–162
Jeyakumar V, Yang XQ (1995) Characterizing the solution sets of pseudo-linear programs. J Optim The-
ory Appl 87:747–755
Jeyakumar V, Lee GM, Dinh N (2004) Lagrange multiplier conditions characterizing optimal solution
sets of cone-constrained convex programs. J Optim Theory Appl 123:83–103
Kim DS, Son TQ (2011) Characterizations of solution sets of a class of nonconvex semi-infinite program-
ming problems. J Nonlinear Convex Anal 12:429–440
Kim DS, Son TQ (2018) An approach to 𝜖-duality theorems for nonconvex semi-infinite multiobjective
optimization problems. Taiwanese J Math 22:1261–1287
Lalitha CS, Mehta M (2009) Characterizations of solution sets of mathematical programs in terms of
Lagrange multipliers. Optimization 58:995–1007
Mangasarian OL (1988) A simple characterization of solution sets of convex programs. Oper Res Lett
7:21–26
Scovel C, Hush D, Steinwart I (2007) Approximate duality. J Optim Theory Appl 135:429–443
Sisarat N, Wangkeeree R, Lee GM (2020) Some characterizations of robust solution set for uncertain
convex optimization problems with locally Lipschitz inequality constraints. J Ind Manag Optim
16:469–493
Son TQ (2013) Refinements of 𝜖-duality theorems for a nonconvex problem with in infinite number of
constraints. J Nonlinear Anal Optim 4:61–70
Son TQ, Dinh N (2008) Characterizations of optimal solution sets of convex infinite programs. TOP
16:147–163

13
An approach to characterizing ε‑solution sets of convex programs

Son TQ, Kim DS (2013) 𝜖-mixed type duality for nonconvex multiobjective programs with an infinite
number of constraints. J Glob Optim 57:447–465
Son TQ, Kim DS (2014) A new approach to characterize the solution set of a pseudoconvex program-
ming problem. J Comput Appl Math 261:333–340
Son TQ, Strodiot JJ, Nguyen VH (2009) 𝜖-optimality and 𝜖-Lagrangian duality for a nonconvex program-
ming problem with an infinite number of constraints. J Optim Theory Appl 141:389–409
Son TQ, Tuyen NV, Wen C-F (2020) Optimality conditions for approximate Pareto solutions of a non-
smooth vector optimization problem with an infinite number of constraints. Acta Math Vietnam
45:435–448
Strodiot JJ, Nguyen VH, Heukems N (1983) 𝜖-optimal solutions in nondifferentiable convex program-
ming and some related questions. Math Program 25:307–328
Tuyen NV (2021) Approximate solutions of interval-valued optimization problems. Invest Oper
42:223–237
Tuyen NV, Xiao Y-B, Son TQ (2020) On approximate KKT optimality conditions for cone-constrained
vector optimization problems. J Nonlinear Convex Anal 21:105–117

Publisher’s Note  Springer Nature remains neutral with regard to jurisdictional claims in published
maps and institutional affiliations.

13