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Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap

Author

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  • Fabián Flores-Bazán

    (Universidad de Concepción)

  • William Echegaray

    (Universidad Nacional de Ingeniería)

  • Fernando Flores-Bazán

    (Universidad del Bío Bío)

  • Eladio Ocaña

    (Universidad Nacional de Ingeniería)

Abstract

Primal or dual strong-duality (or min-sup, inf-max duality) in nonconvex optimization is revisited in view of recent literature on the subject, establishing, in particular, new characterizations for the second case. This gives rise to a new class of quasiconvex problems having zero duality gap or closedness of images of vector mappings associated to those problems. Such conditions are described for the classes of linear fractional functions and that of quadratic ones. In addition, some applications to nonconvex quadratic optimization problems under a single inequality or equality constraint, are presented, providing new results for the fulfillment of zero duality gap or dual strong-duality.

Suggested Citation

  • Fabián Flores-Bazán & William Echegaray & Fernando Flores-Bazán & Eladio Ocaña, 2017. "Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap," Journal of Global Optimization, Springer, vol. 69(4), pages 823-845, December.
    • Handle: RePEc:spr:jglopt:v:69:y:2017:i:4:d:10.1007_s10898-017-0542-9
    DOI: 10.1007/s10898-017-0542-9
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    References listed on IDEAS

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    1. J. B. G. Frenk & G. Kassay, 1999. "On Classes of Generalized Convex Functions, Gordan–Farkas Type Theorems, and Lagrangian Duality," Journal of Optimization Theory and Applications, Springer, vol. 102(2), pages 315-343, August.
    2. R. I. Boţ & E. R. Csetnek & A. Moldovan, 2008. "Revisiting Some Duality Theorems via the Quasirelative Interior in Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 139(1), pages 67-84, October.
    3. Fabián Flores-Bazán & Fernando Flores-Bazán & Cristián Vera, 2012. "A complete characterization of strong duality in nonconvex optimization with a single constraint," Journal of Global Optimization, Springer, vol. 53(2), pages 185-201, June.
    4. F. Flores-Bazán & N. Hadjisavvas & F. Lara & I. Montenegro, 2016. "First- and Second-Order Asymptotic Analysis with Applications in Quasiconvex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 170(2), pages 372-393, August.
    5. B. T. Polyak, 1998. "Convexity of Quadratic Transformations and Its Use in Control and Optimization," Journal of Optimization Theory and Applications, Springer, vol. 99(3), pages 553-583, December.
    6. Fabián Flores-Bazán & Fernando Flores-Bazán & Cristián Vera, 2015. "Maximizing and minimizing quasiconvex functions: related properties, existence and optimality conditions via radial epiderivatives," Journal of Global Optimization, Springer, vol. 63(1), pages 99-123, September.
    7. Radu Ioan Bot, 2010. "Conjugate Duality in Convex Optimization," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-04900-2, July.
    8. G. Mastroeni, 2010. "Some applications of the image space analysis to the duality theory for constrained extremum problems," Journal of Global Optimization, Springer, vol. 46(4), pages 603-614, April.
    9. V. Jeyakumar, 2008. "Constraint Qualifications Characterizing Lagrangian Duality in Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 136(1), pages 31-41, January.
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    Cited by:

    1. Fabián Flores-Bazán & Giandomenico Mastroeni & Cristián Vera, 2019. "Proper or Weak Efficiency via Saddle Point Conditions in Cone-Constrained Nonconvex Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 181(3), pages 787-816, June.
    2. Meijia Yang & Shu Wang & Yong Xia, 2022. "Toward Nonquadratic S-Lemma: New Theory and Application in Nonconvex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 194(1), pages 353-363, July.
    3. Fabián Flores-Bazán & Filip Thiele, 2022. "On the Lower Semicontinuity of the Value Function and Existence of Solutions in Quasiconvex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 195(2), pages 390-417, November.
    4. Gulcin Dinc Yalcin & Refail Kasimbeyli, 2020. "On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(1), pages 199-228, August.

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