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Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap
Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap
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Fecha
2017
Autores
Flores-Bazan, Fabian
Echegaray, William
Flores-Bazan, Fernando
Ocana, Eladio
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Springer Science and Business Media LLC
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Abstracto
Primal or dual strong-duality (or min-sup, inf-max duality) in nonconvex optimization is revisited in view of recent literature on the subject, establishing, in particular, new characterizations for the second case. This gives rise to a new class of quasiconvex problems having zero duality gap or closedness of images of vector mappings associated to those problems. Such conditions are described for the classes of linear fractional functions and that of quadratic ones. In addition, some applications to nonconvex quadratic optimization problems under a single inequality or equality constraint, are presented, providing new results for the fulfillment of zero duality gap or dual strong-duality.
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Management Science and Operations Research,
Applied Mathematics,
Control and Optimization,
Computer Science Applications