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Unified Duality Theory for Constrained Extremum Problems. Part I: Image Space Analysis

Author

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  • S. K. Zhu

    (Chongqing University)

  • S. J. Li

    (Chongqing University)

Abstract

This paper is concerned with a unified duality theory for a constrained extremum problem. Following along with the image space analysis, a unified duality scheme for a constrained extremum problem is proposed by virtue of the class of regular weak separation functions in the image space. Some equivalent characterizations of the zero duality property are obtained under an appropriate assumption. Moreover, some necessary and sufficient conditions for the zero duality property are also established in terms of the perturbation function. In the accompanying paper, the Lagrange-type duality, Wolfe duality and Mond–Weir duality will be discussed as special duality schemes in a unified interpretation. Simultaneously, three practical classes of regular weak separation functions will be also considered.

Suggested Citation

  • S. K. Zhu & S. J. Li, 2014. "Unified Duality Theory for Constrained Extremum Problems. Part I: Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 161(3), pages 738-762, June.
    • Handle: RePEc:spr:joptap:v:161:y:2014:i:3:d:10.1007_s10957-013-0468-4
    DOI: 10.1007/s10957-013-0468-4
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    References listed on IDEAS

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    1. S. J. Li & Y. D. Xu & S. K. Zhu, 2012. "Nonlinear Separation Approach to Constrained Extremum Problems," Journal of Optimization Theory and Applications, Springer, vol. 154(3), pages 842-856, September.
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    4. H. Z. Luo & G. Mastroeni & H. X. Wu, 2010. "Separation Approach for Augmented Lagrangians in Constrained Nonconvex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 144(2), pages 275-290, February.
    5. 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.
    6. J. Li & S. Q. Feng & Z. Zhang, 2013. "A Unified Approach for Constrained Extremum Problems: Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 159(1), pages 69-92, October.
    7. X. X. Huang & X. Q. Yang, 2003. "A Unified Augmented Lagrangian Approach to Duality and Exact Penalization," Mathematics of Operations Research, INFORMS, vol. 28(3), pages 533-552, August.
    8. A. M. Rubinov & X. X. Huang & X. Q. Yang, 2002. "The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 775-791, November.
    9. C. Y. Wang & X. Q. Yang & X. M. Yang, 2007. "Unified Nonlinear Lagrangian Approach to Duality and Optimal Paths," Journal of Optimization Theory and Applications, Springer, vol. 135(1), pages 85-100, October.
    10. G. Mastroeni, 2012. "On the image space analysis for vector quasi-equilibrium problems with a variable ordering relation," Journal of Global Optimization, Springer, vol. 53(2), pages 203-214, June.
    11. J. Li & N. J. Huang, 2010. "Image Space Analysis for Vector Variational Inequalities with Matrix Inequality Constraints and Applications," Journal of Optimization Theory and Applications, Springer, vol. 145(3), pages 459-477, June.
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    Cited by:

    1. Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2018. "Characterizations for Optimality Conditions of General Robust Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 835-856, June.
    2. Shengkun Zhu, 2018. "Image Space Analysis to Lagrange-Type Duality for Constrained Vector Optimization Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 743-769, June.
    3. M. V. Dolgopolik, 2018. "A Unified Approach to the Global Exactness of Penalty and Augmented Lagrangian Functions I: Parametric Exactness," Journal of Optimization Theory and Applications, Springer, vol. 176(3), pages 728-744, March.
    4. Zhiang Zhou & Wang Chen & Xinmin Yang, 2019. "Scalarizations and Optimality of Constrained Set-Valued Optimization Using Improvement Sets and Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 183(3), pages 944-962, December.
    5. Hezhi Luo & Huixian Wu & Jianzhen Liu, 2015. "On Saddle Points in Semidefinite Optimization via Separation Scheme," Journal of Optimization Theory and Applications, Springer, vol. 165(1), pages 113-150, April.
    6. M. V. Dolgopolik, 2018. "Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property," Journal of Global Optimization, Springer, vol. 71(2), pages 237-296, June.
    7. Shengjie Li & Yangdong Xu & Manxue You & Shengkun Zhu, 2018. "Constrained Extremum Problems and Image Space Analysis–Part I: Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 609-636, June.
    8. Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2018. "A Unified Characterization of Multiobjective Robustness via Separation," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 86-102, October.
    9. Jiawei Chen & Shengjie Li & Zhongping Wan & Jen-Chih Yao, 2015. "Vector Variational-Like Inequalities with Constraints: Separation and Alternative," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 460-479, August.
    10. Jiawei Chen & La Huang & Shengjie Li, 2018. "Separations and Optimality of Constrained Multiobjective Optimization via Improvement Sets," Journal of Optimization Theory and Applications, Springer, vol. 178(3), pages 794-823, September.
    11. Letizia Pellegrini & Shengkun Zhu, 2018. "Constrained Extremum Problems, Regularity Conditions and Image Space Analysis. Part II: The Vector Finite-Dimensional Case," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 788-810, June.
    12. J. Li & L. Yang, 2018. "Set-Valued Systems with Infinite-Dimensional Image and Applications," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 868-895, December.
    13. Shengkun Zhu, 2018. "Constrained Extremum Problems, Regularity Conditions and Image Space Analysis. Part I: The Scalar Finite-Dimensional Case," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 770-787, June.
    14. Yang-Dong Xu & Cheng-Ling Zhou & Sheng-Kun Zhu, 2021. "Image Space Analysis for Set Optimization Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 191(1), pages 311-343, October.
    15. Manxue You & Shengjie Li, 2017. "Separation Functions and Optimality Conditions in Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 175(2), pages 527-544, November.

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