Approximate duality
The authors consider a convex programming problem involving inequality, equality and set constraints with functions defined on a Hausdorff locally convex topological vector space together with its Lagrangian dual. They prove the basic connections between the set of \(\epsilon\)-minimizers, the set of \(\epsilon\)-Kuhn-Tucker vectors, the set of points satisfying \(\epsilon\)-Kuhn-Tucker conditions and the set of \(\epsilon\)-saddle points, and show how the optimal value of the primal problem relates to the value of the Lagrangian at approximate minimizers and approximate Kuhn-Tucker vectors. These results are generalizations of some results of Chap. 28 in the book by \textit{R. T. Rockafellar} [Convex analysis. (Princeton), N. J.: Princeton University Press, (1970; Zbl 0193.18401)]. They also show how this framework can be used for quadratic convex programming problems and apply the results to support vector machines from learning theory.
- scientific article; zbMATH DE number 3951400
- Duality related to approximate proper solutions of vector optimization problems
- Duality for nonconvex approximation and optimization.
- A general theory of dual optimization problems
- Approximate Lagrangian duality and saddle point optimality in set optimization
- Convex Analysis
- Fast rates for support vector machines using Gaussian kernels
- scientific article; zbMATH DE number 1807400 (Why is no real title available?)
- scientific article; zbMATH DE number 3955816 (Why is no real title available?)
- scientific article; zbMATH DE number 1332320 (Why is no real title available?)
- Necessary Suboptimality and Optimality Conditions via Variational Principles
- Nonlinear Programming in Banach Space
- On the variational principle
- What is the Subdifferential of the Closed Convex Hull of a Function?
- ε-Optimal solutions in nondifferentiable convex programming and some related questions
- \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints
- An approach to characterizing \(\epsilon\)-solution sets of convex programs
- Almost semi-correspondence
- Refinements of -duality theorems for a nonconvex problem with an infinite number of constraints
- Dual iterative hard thresholding
- Characterizations of -approximate solutions for robust convex semidefinite programming problems
- Approximate Farkas lemma and approximate duality for fractional optimization problems
- Characterizing robust -optimal solution sets for uncertain convex optimization problems
- Scalarization and saddle points of approximate proper solutions in nearly subconvexlike vector optimization problems
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