Image Space Analysis to Lagrange-Type Duality for Constrained Vector Optimization Problems with Applications

被引:0
作者
Shengkun Zhu
机构
[1] Southwestern University of Finance and Economics,Department of Economic Mathematics
来源
Journal of Optimization Theory and Applications | 2018年 / 177卷
关键词
Image space analysis; Vector optimization; Lagrange-type duality; Exact penalization; Image regularity condition; 49N15; 90C30; 90C46;
D O I
暂无
中图分类号
学科分类号
摘要
The main purpose of this paper is to study the duality and penalty method for a constrained nonconvex vector optimization problem. Following along with the image space analysis, a Lagrange-type duality for a constrained nonconvex vector optimization problem is proposed by virtue of the class of vector-valued regular weak separation functions in the image space. Simultaneously, some equivalent characterizations to the zero duality gap property are established including the Lagrange multiplier, the Lagrange saddle point and the regular separation. Moreover, an exact penalization is also obtained by means of a local image regularity condition and a class of particular regular weak separation functions in the image space.
引用
收藏
页码:743 / 769
页数:26
相关论文
共 53 条
[1]  
Hestenes MR(1969)Multiplier and gradient methods J. Optim. Theory Appl. 4 303-320
[2]  
Rubinov AM(1999)Decreasing functions with applications to penalization SIAM J. Optim. 10 289-313
[3]  
Glover BM(2002)Nonlinear Lagrangian for multiobjective optimization and applications to duality and exact penalization SIAM J. Optim. 13 675-692
[4]  
Yang XQ(1984)Theorems of the alternative and optimality conditions J. Optim. Theory Appl. 42 331-365
[5]  
Huang XX(1987)Theorems of the alternative for multifunctions with applications to optimization: general results J. Optim. Theory Appl. 55 233-256
[6]  
Yang XQ(2012)Nonlinear separation approach to constrained extremum problems J. Optim. Theory Appl. 154 842-856
[7]  
Giannessi F(2010)Separation approach for augmented Lagrangians in constrained nonconvex optimization J. Optim. Theory Appl. 144 275-290
[8]  
Giannessi F(2015)On saddle points in semidefinite optimization via separation scheme J. Optim. Theory Appl. 165 113-150
[9]  
Li SJ(2007)On the theory of Lagrangian duality Optim. Lett. 1 9-20
[10]  
Xu YD(2008)Separation of sets and Wolfe duality J. Glob. Optim. 42 401-412