Duality for quasiconvex minimization over closed convex cones

被引：0

作者：

Juan Enrique Martínez-Legaz

Wilfredo Sosa

机构：

[1] Universitat Autònoma de Barcelona,Department d’Economia i d’Història Econòmica

[2] Barcelona Graduate School of Mathematics (BGSMath),Graduate School in Economics

[3] Catholic University of Brasilia,undefined

来源：

Optimization Letters | 2022年 / 16卷

关键词：

Quasiconvex optimization; Duality theory; Generalized conjugacy; Abstract convexity;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We establish a general duality theorem in a generalized conjugacy framework, which generalizes a classical result on the minimization of a convex function over a closed convex cone. Our theorem yields two quasiconvex duality schemes; one of them is of the surrogate duality type and is applicable to problems having an evenly quasiconvex objective function, whereas the other one is applicable to problems with Lipschitz quasiconvex objective functions and yields duals whose objective functions do not involve any surrogate constraint.

引用

页码：1337 / 1352

页数：15

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