Zero duality gap conditions via abstract convexity

DOI10.1080/02331934.2021.1910694zbMATH Open1489.90133arXiv1910.08156OpenAlexW3156884384MaRDI QIDQ5077155FDOQ5077155

Authors: Hoa T. Bui, David Yost, R. S. Burachik, Alexander Y. Kruger 

Publication date: 18 May 2022

Published in: Optimization (Search for Journal in Brave)

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) $varepsilon-$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.

Full work available at URL: https://arxiv.org/abs/1910.08156

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zbMATH Keywords

inf-convolutionabstract convexityFenchel conjugatezero duality gap\(\varepsilon\)-subdifferentials sum rule

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Set-valued and variational analysis (49J53) Axiomatic and generalized convexity (52A01) Existence theories for problems in abstract spaces (49J27)

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Cited In (13)

• Duality for composite optimization problem within the framework of abstract convexity
• Abstract Convexity and Augmented Lagrangians
• Regularly abstract convex functions with respect to the set of Lipschitz continuous concave functions
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• Optimization of first-order Nicoletti boundary value problem with discrete and differential inclusions and duality
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• Conditions for zero duality gap in convex programming
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• Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy
• Zero duality gap for convex programs: a generalization of the Clark-Duffin theorem

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