Duality and optimality conditions for generalized equilibrium problems involving DC (difference of convex) functions

Duality and optimality conditions for generalized equilibrium problems involving DC (difference of convex) functions

0.00 Avg rating0 Votes
Article ID: iaor20106823
Volume: 48
Issue: 2
Start Page Number: 183
End Page Number: 208
Publication Date: Oct 2010
Journal: Journal of Global Optimization
Authors: , ,
Keywords: duality
Abstract:

We consider a generalized equilibrium problem involving DC functions which is called (GEP). For this problem we establish two new dual formulations based on Toland-Fenchel-Lagrange duality for DC programming problems. The first one allows us to obtain a unified dual analysis for many interesting problems. So, this dual coincides with the dual problem proposed by Martinez-Legaz and Sosa (2006) for equilibrium problems in the sense of Blum and Oettli. Furthermore it is equivalent to Mosco's dual problem (1972) when applied to a variational inequality problem. The second dual problem generalizes to our problem another dual scheme that has been recently introduced by Jacinto and Scheimberg (Optimization 57:795–805, 2008) for convex equilibrium problems. Through these schemes, as by products, we obtain new optimality conditions for (GEP) and also, gap functions for (GEP), which cover the ones in Antangerel et al. (2007, 2006) for variational inequalities and standard convex equilibrium problems. These results, in turn, when applied to DC and convex optimization problems with convex constraints (considered as special cases of (GEP)) lead to Toland-Fenchel-Lagrange duality for DC problems in Dinh et al. (2008), Fenchel-Lagrange and Lagrange dualities for convex problems as in Antangerel et al. (2006), Bot and Wanka, Jeyakumar et al. (2004). Besides, as consequences of the main results, we obtain some new optimality conditions for DC and convex problems.

Reviews

Required fields are marked *. Your email address will not be published.