Second order duality for a minimax programming problem

Convexity of real functions of several variables, generalizations (26B25) Existence of solutions for minimax problems (49J35) Duality theory (optimization) (49N15) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Review text

The authors obtain the equality of primal and dual costs for a minimax problem under some hypotheses of binvexity on the data. Binvexity is defined by the authors and is an assumption that involves the Hessian of \(f\). Specifically, a function \(f: \mathbb{R}^ n\to\mathbb{R}\) is binvex at \(x^ 0\) if for all \(x\) and \(r\) in \(\mathbb{R}^ n\) there exists \(\eta(x,x^ 0)\) such that \(f(x)-f(x^ 0)\geq\eta(x,x^ 0)^ t[\nabla f(x^ 0)+\nabla^ 2 f(x^ 0)r]-{1\over 2} r^ t\nabla^ 2 f(x^ 0)r\). It is worth doing the following remark. By taking \(\| r\|\) large, we see that this implies that \(\nabla^ 2 f(x^ 0)\geq 0\). Hence, if it is binvex for all \(x\), it is indeed convex. The authors define also other concepts extending convexity such as pseudo-binvexity that seem more general, under which some duality results are obtained.

Recommendations

Cited in

(21)

This page was built for publication: Second order duality for a minimax programming problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1184763)