Conjugate duality in convex optimization
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conjugate functionconvex optimizationdualitygeneral perturbationmonotone operatorregularity condition
Sensitivity, stability, well-posedness (49K40) Duality theory (optimization) (49N15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Applications of mathematical programming (90C90)
The author provides a survey about the classical theory and new results in the area of conjugate functions and its applicability in mathematical optimization. In six chapters, he gives insights in \(*\) the general perturbation approach for different classes of optimization problems, \(*\) the generalization of the Moreau-Rockafellar formula and closedness-type regularity conditions, \(*\) biconjugates formulas for different classes of convex functions, \(*\) generalized notions of strong duality using weakened regularity conditions of closedness type, \(*\) the classical Fenchel duality and associated modifications, \(*\) the application of conjugate duality to monotone operators.
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Cited in
(only showing first 100 items - show all)- Conjugate duality for convex programs: A geometric development
- Conjugate duality in vector optimization
- Conjugate functions for convex and nonconvex duality
- Complete characterizations of robust strong duality for robust vector optimization problems
- Characterizations via linear scalarization of minimal and properly minimal elements
- Some dual characterizations of Farkas-type results for fractional programming problems
- A theorem of the alternative with an arbitrary number of inequalities and quadratic programming
- Levenberg-Marquardt dynamics associated to variational inequalities
- Extremality of convex sets with some applications
- Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap
- Convex and convex-like optimization over a range inclusion problem and first applications
- A note on optimality conditions for DC programs involving composite functions
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Fenchel duality and related properties in generalized conjugation theory
- A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems
- A primal-dual dynamical approach to structured convex minimization problems
- Duality for robust linear infinite programming problems revisited
- Algebraic approach to duality in optimization and applications
- Fenchel duality theory and a primal-dual algorithm on Riemannian manifolds
- On robust approximate optimal solutions for fractional semi-infinite optimization with uncertainty data
- Perturbation of image and conjugate duality for vector optimization
- Duality for convex infinite optimization on linear spaces
- On the lower semicontinuity of the value function and existence of solutions in quasiconvex optimization
- An inertial semi-forward-reflected-backward splitting and its application
- Interval-valued value function and its application in interval optimization problems
- A perturbation approach to vector optimization problems: Lagrange and Fenchel-Lagrange duality
- Duality for the robust sum of functions
- Sequential characterizations of approximate solutions in convex vector optimization problems with set-valued maps
- Fixing and extending some recent results on the ADMM algorithm
- Duality theorems for convex and quasiconvex set functions
- On approximate solutions and saddle point theorems for robust convex optimization
- Duality for constrained robust sum optimization problems
- Duality for extended infinite monotropic optimization problems
- Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping
- Convergence analysis for a primal-dual monotone + skew splitting algorithm with applications to total variation minimization
- Characterizations of \(\varepsilon\)-duality gap statements for composed optimization problems
- Sequential optimality conditions for fractional optimization with applications to vector optimization
- Optimality conditions and constraint qualifications for quasiconvex programming
- Radius of robust feasibility of system of convex inequalities with uncertain data
- Infimal convolution and duality in problems with third-order discrete and differential inclusions
- On set containment characterizations for sets described by set-valued maps with applications
- A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes
- New Farkas-type results for vector-valued functions: a non-abstract approach
- The proximal alternating minimization algorithm for two-block separable convex optimization problems with linear constraints
- Primal-dual optimization conditions for the robust sum of functions with applications
- Regularity conditions characterizing Fenchel-Lagrange duality and Farkas-type results in DC infinite programming
- A variable smoothing algorithm for solving convex optimization problems
- Even convexity, subdifferentiability, and {\(\Gamma\)}-regularization in general topological vector spaces
- Farkas lemma for convex systems revisited and applications to sublinear-convex optimization problems
- Convex risk minimization via proximal splitting methods
- Farkas-type results for vector-valued functions with applications
- Conjugate duality and optimization over weakly efficient set
- On Douglas-Rachford operators that fail to be proximal mappings
- Employing different loss functions for the classification of images via supervised learning
- Optimal control of evolution mixed variational inclusions
- Conjugate duality and the control of linear discrete systems
- Conjugate duality for generalized convex optimization problems
- Lagrangian duality and cone convexlike functions
- The stable Farkas lemma for composite convex functions in infinite dimensional spaces
- Lagrange duality for evenly convex optimization problems
- Lagrangian duality of concave minimization subject to linear constraints and an additional facial reverse convex constraint
- Converse duality in nonlinear programming with cone constraints
- An inertial forward-backward-forward primal-dual splitting algorithm for solving monotone inclusion problems
- Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
- ADMM for monotone operators: convergence analysis and rates
- Optimality condition analysis of macro-hybrid mixed variational inclusions
- On biconjugates of infimal functions
- Gap functions for generalized vector equilibrium problems via conjugate duality and applications
- A Comparison of Some Recent Regularity Conditions for Fenchel Duality
- Vector optimization and monotone operators via convex duality. Recent advances
- Dualities
- Inertial Douglas-Rachford splitting for monotone inclusion problems
- scientific article; zbMATH DE number 4018793 (Why is no real title available?)
- RECIPES FOR BUILDING THE DUAL OF CONIC OPTIMIZATION PROBLEM
- Duality for vector optimization problems via a general scalarization
- Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators
- Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- scientific article; zbMATH DE number 3868084 (Why is no real title available?)
- Sequential approximate optimality conditions for multi objective fractional programming problems via sequential approximate subdifferential calculus
- A Hybrid Proximal-Extragradient Algorithm with Inertial Effects
- The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization
- Revisiting the construction of gap functions for variational inequalities and equilibrium problems via conjugate duality
- Convergence of Lagrange Multipliers and Dual Variables for Convex Optimization Problems
- On the generalized parallel sum of two maximal monotone operators of Gossez type (D)
- Necessary and sufficient constraint qualification for surrogate duality
- Some characterizations of duality for DC optimization with composite functions
- Duality for an extended equilibrium problem
- Farkas-type results for constrained fractional programming with DC functions
- A Tseng's type penalty scheme for solving inclusion problems involving linearly composed and parallel-sum type monotone operators
- A Conjugate Duality Scheme Generating a New Class of Differentiable Duals
- Regression tasks in machine learning via Fenchel duality
- Robust duality in parametric convex optimization
- Backward penalty schemes for monotone inclusion problems
- New glimpses on convex infinite optimization duality
- On the convergence rate of a forward-backward type primal-dual splitting algorithm for convex optimization problems
- A dynamical approach to two-block separable convex optimization problems with linear constraints
- Characterizations of robust -quasi optimal solutions for nonsmooth optimization problems with uncertain data
- A new approach to strong duality for composite vector optimization problems
- Robust saddle-point criteria for multi-dimensional control optimisation problems with data uncertainty
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