Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization (Q280088)

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Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization
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    Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization (English)
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    29 April 2016
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    In this paper, motivated by robust (non-convex) quadratic optimization over convex quadratic constraints, a minimax difference of convex (dc) optimization over convex polynomial inequalities is examined. Using a generalization of the celebrated Farkas lemma to inequality systems involving the maximum of dc functions and convex polynomials, it is shown that there is no duality gap between a minimax DC polynomial program and its associated conjugate dual problem. Then strong duality under a constraint qualification is obtained. Consequently, characterizations of robust solutions of uncertain general non-convex quadratic optimization problems with convex quadratic constraints, including uncertain trust-region problems are presented.
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    generalized Farkas's lemma
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    difference of convex optimization
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    minimax programs
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    duality
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    non-convex quadratic optimization
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    robust optimization
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    convex polynomials
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