Strong duality for generalized convex optimization problems

Strong duality for generalized convex optimization problems

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Article ID: iaor2006600
Country: Germany
Volume: 127
Issue: 1
Start Page Number: 45
End Page Number: 70
Publication Date: Oct 2005
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: sets
Abstract:

In this paper, strong duality for nearly-convex optimization problems is established. Three kinds of conjugate dual problems are associated with the primal optimization problem: the Lagrange dual, Fenchel dual, and Fenchel–Lagrange dual problems. The main result shows that, under suitable conditions, the optimal objective values of these four problems coincide.

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