Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint (Q2413092): Difference between revisions
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scientific article
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English | Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint |
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Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint (English)
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6 April 2018
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Topological and geometric characterizations are obtained, guaranteeing strong duality in a constraint non-convex optimization problem. There the feasible set is given by a nonempty subset of a real Hausdorff space on which an equality condition g(.) = 0 is assumed to hold. The characterizations are then used to find equivalent formulations relating to the validity of the KKT optimality conditions of the underlying problem. Finally, the applicability of their results to the standard quadratic model (in particular) is studied in detail.
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strong duality
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nonconvex optimization
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hidden convexity
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quadratic programming
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KKT conditions
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