Zero duality gap conditions via abstract convexity
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Publication:5077155
\(\varepsilon\)-subdifferentials sum ruleabstract convexityFenchel conjugateinf-convolutionzero duality gap
Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Existence theories for problems in abstract spaces (49J27) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Axiomatic and generalized convexity (52A01) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
Abstract: Using tools provided by the theory of abstract convexity, we extend conditions for zero duality gap to the context of nonconvex and nonsmooth optimization. Mimicking the classical setting, an abstract convex function is the upper envelope of a family of abstract affine functions (being conventional vertical translations of the abstract linear functions). We establish new conditions for zero duality gap under no topological assumptions on the space of abstract linear functions. In particular, we prove that the zero duality gap property can be fully characterized in terms of an inclusion involving (abstract) subdifferentials. This result is new even for the classical convex setting. Endowing the space of abstract linear functions with the topology of pointwise convergence, we extend several fundamental facts of functional/convex analysis. This includes (i) the classical Banach--Alaoglu--Bourbaki theorem (ii) the subdifferential sum rule, and (iii) a constraint qualification for zero duality gap which extends a fact established by Borwein, Burachik and Yao (2014) for the conventional convex case. As an application, we show with a specific example how our results can be exploited to show zero duality for a family of nonconvex, non-differentiable problems.
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