STRONG DUALITY IN CONE CONSTRAINED NONCONVEX OPTIMIZATION

被引：30

作者：

Flores-Bazan, Fabian ^{[1
,2
]}

Mastroeni, Giandomenico ^{[3
]}

机构：

[1] Univ Concepcion, Dept Ingn Matemat, Concepcion, Chile

[2] Univ Concepcion, Fac Ciencias Fis & Matemat, CI2MA, Concepcion, Chile

[3] Univ Pisa, Dept Informat, I-56127 Pisa, Italy

来源：

SIAM JOURNAL ON OPTIMIZATION | 2013年 / 23卷 / 01期

关键词：

quasi-relative interior; strong duality; nonconvex optimization; REGULARITY CONDITIONS; ALTERNATIVE THEOREMS; CONVEX; INTERIORS; LEMMA;

D O I：

10.1137/120861400

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we deepen the analysis of the conditions that ensure strong duality for a cone constrained nonconvex optimization problem. We first establish a necessary and sufficient condition for the validity of strong duality without convexity assumptions with a possibly empty solution set of the original problem, and second, via Slater-type conditions involving quasi interior or quasirelative interior notions, various results about strong duality are also obtained. Our conditions can be used where no previous result is applicable, even in a finite dimensional or convex setting.

引用

页码：153 / 169

页数：17

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