A complete characterization of strong duality in nonconvex optimization with a single constraint (Q454276): Difference between revisions
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Let \(X\) be a real locally convex topological vector space, \(Y\) be a normed space. \(P\) has a closed convex cone in \(Y\), let \(C\) be a subset of \(X\). The authors consider the following nonconvex minimization problem: \[ \inf f(x)\text{ subject to }g(x)\in -P,\;x\in C, \] where \(f: C\to g: C\to Y\). The Lagrangian dual problem to this problem is formulated and the strong duality of the two problems is proved under a generalized Slater-type condition. A new complete characterization of the strong duality with a single constraints is presented. It is shown that the strong duality holds in this case without the standard Slater condition. Theoretical results are demonstrated on appropriately chosen examples. | |||
Property / review text: Let \(X\) be a real locally convex topological vector space, \(Y\) be a normed space. \(P\) has a closed convex cone in \(Y\), let \(C\) be a subset of \(X\). The authors consider the following nonconvex minimization problem: \[ \inf f(x)\text{ subject to }g(x)\in -P,\;x\in C, \] where \(f: C\to g: C\to Y\). The Lagrangian dual problem to this problem is formulated and the strong duality of the two problems is proved under a generalized Slater-type condition. A new complete characterization of the strong duality with a single constraints is presented. It is shown that the strong duality holds in this case without the standard Slater condition. Theoretical results are demonstrated on appropriately chosen examples. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Karel Zimmermann / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 41A65 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 52A07 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6088797 / rank | |||
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Property / zbMATH Keywords | |||
strong duality | |||
Property / zbMATH Keywords: strong duality / rank | |||
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Property / zbMATH Keywords | |||
nonconvex optimization | |||
Property / zbMATH Keywords: nonconvex optimization / rank | |||
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Revision as of 12:12, 30 June 2023
scientific article
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English | A complete characterization of strong duality in nonconvex optimization with a single constraint |
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A complete characterization of strong duality in nonconvex optimization with a single constraint (English)
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1 October 2012
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Let \(X\) be a real locally convex topological vector space, \(Y\) be a normed space. \(P\) has a closed convex cone in \(Y\), let \(C\) be a subset of \(X\). The authors consider the following nonconvex minimization problem: \[ \inf f(x)\text{ subject to }g(x)\in -P,\;x\in C, \] where \(f: C\to g: C\to Y\). The Lagrangian dual problem to this problem is formulated and the strong duality of the two problems is proved under a generalized Slater-type condition. A new complete characterization of the strong duality with a single constraints is presented. It is shown that the strong duality holds in this case without the standard Slater condition. Theoretical results are demonstrated on appropriately chosen examples.
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strong duality
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nonconvex optimization
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