Fenchel-Lagrange duality versus geometric duality in convex optimization

被引:0
|
作者
Bot, R. I. [1 ]
Grad, S. M. [1 ]
Wanka, G. [1 ]
机构
[1] Tech Univ Chemnitz, Fac Math, Chemnitz, Germany
关键词
geometric programming; convex optimization; perturbation theory; Lagrange and Fenchel duality; conjugate functions;
D O I
10.1007/s10957-006-9047-2
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We present a new duality theory to treat convex optimization problems and we prove that the geometric duality used by Scott and Jefferson in different papers during the last quarter of century is a special case of it. Moreover, weaker sufficient conditions to achieve strong duality are considered and optimality conditions are derived. Next, we apply our approach to some problems considered by Scott and Jefferson, determining their duals. We give weaker sufficient conditions to achieve strong duality and the corresponding optimality conditions. Finally, posynomial geometric programming is viewed also as a particular case of the duality approach that we present.
引用
收藏
页码:33 / 54
页数:22
相关论文
共 50 条
  • [41] Lagrange duality in partly convex programming
    Zlobec, S
    STATE OF THE ART IN GLOBAL OPTIMIZATION: COMPUTATIONAL METHODS AND APPLICATIONS, 1996, 7 : 1 - 17
  • [42] Infimal convolution, c-subdifferentiability, and Fenchel duality in evenly convex optimization
    Fajardo, M. D.
    Vicente-Perez, J.
    Rodriguez, M. M. L.
    TOP, 2012, 20 (02) : 375 - 396
  • [43] Infimal convolution, c-subdifferentiability, and Fenchel duality in evenly convex optimization
    M. D. Fajardo
    J. Vicente-Pérez
    M. M. L. Rodríguez
    TOP, 2012, 20 : 375 - 396
  • [44] Fenchel's duality theorem for nearly convex functions
    Bot, R. I.
    Grad, S. M.
    Wanka, G.
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2007, 132 (03) : 509 - 515
  • [45] Fenchel’s Duality Theorem for Nearly Convex Functions
    R. I. Boţ
    S. M. Grad
    G. Wanka
    Journal of Optimization Theory and Applications, 2007, 132 : 509 - 515
  • [46] Lagrange Duality in Set Optimization
    Hamel, Andreas H.
    Loehne, Andreas
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2014, 161 (02) : 368 - 397
  • [47] Lagrange Duality in Set Optimization
    Andreas H. Hamel
    Andreas Löhne
    Journal of Optimization Theory and Applications, 2014, 161 : 368 - 397
  • [48] Discrete Fenchel duality for a pair of integrally convex and separable convex functions
    Kazuo Murota
    Akihisa Tamura
    Japan Journal of Industrial and Applied Mathematics, 2022, 39 : 599 - 630
  • [49] Discrete Fenchel duality for a pair of integrally convex and separable convex functions
    Murota, Kazuo
    Tamura, Akihisa
    JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, 2022, 39 (02) : 599 - 630
  • [50] Asymptotic closure condition and Fenchel duality for DC optimization problems in locally convex spaces
    Fang, D. H.
    Li, C.
    Yang, X. Q.
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2012, 75 (08) : 3672 - 3681