On the strong concavity of the dual function of an optimization problem
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Abstract: We provide three new proofs of the strong concavity of the dual function of some convex optimization problems. For problems with nonlinear constraints, we show that the the assumption of strong convexity of the objective cannot be weakened to convexity and that the assumption that the gradients of all constraints at the optimal solution are linearly independent cannot be further weakened. Finally, we illustrate our results with several examples.
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Cites work
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Cited in
(8)- Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
- Strong duality for standard convex programs
- A simple proof of strong duality in the linear persuasion problem
- Finding a strict feasible dual solution of a convex optimization problem
- Non-convex strong duality via subdifferential
- Asymptotic strong duality
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- Comments on ``Dual methods for nonconvex spectrum optimization of multicarrier systems
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