A D-induced duality and its applications

DOI10.1007/S10107-007-0097-5MaRDI QIDQ925269zbMATH OpenOpenAlexFDO

Authors J. Brinkhuis, Shuzhong Zhang

Publication date 3 June 2008

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s10107-007-0097-5

zbMATH Keywords

Conic optimizationConvex conesDualityDuality theorem

Mathematics Subject Classification ID

Duality theory for topological vector spaces (46A20) Ordered topological linear spaces, vector lattices (46A40) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Convex programming (90C25)

Review text

The paper attempts to extend the notion of duality for convex cones by basing it on a prescribed conic ordering and a fixed bilinear mapping. This is an extension of the standard definition of dual cones, in the sense that the nonnegativity of the inner product is replaced by a pre-specified conic ordering, defined by a convex cone \(D\), and the inner product itself is replaced by a general multi-dimensional bilinear mapping. This new type of duality is called the \(D\)-induced duality in the paper. The authors also introduce the notion of \(D\)-induced polar sets within the same framework, which can be viewed as a generalization of the \(D\)-induced dual cones and is convenient to use for some practical applications. Properties of the extended duality, including the extended bi-polar theorem, are proven. Furthermore, attention is paid to the computation and approximation of the \(D\)-induced dual objects. The authors also discuss, as examples, applications of the newly introduced \(D\)-induced duality concepts in robust conic optimization and the duality for multi-objective conic optimization.

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Cites work

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Cited in

(5)

• Robust convex conic optimization in D-induced duality framework
• Duality and cohomology in M-theory with boundary
• scientific article; zbMATH DE number 1489891 (Why is no real title available?)
• Centers of sets with symmetry or cyclicity properties
• Robust portfolio selection based on a multi-stage scenario tree

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