A complete characterization of strong duality in nonconvex optimization with a single constraint

A complete characterization of strong duality in nonconvex optimization with a single constraint

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Article ID: iaor20124136
Volume: 53
Issue: 2
Start Page Number: 185
End Page Number: 201
Publication Date: Jun 2012
Journal: Journal of Global Optimization
Authors: , ,
Keywords: programming: quadratic
Abstract:

We first establish sufficient conditions ensuring strong duality for cone constrained nonconvex optimization problems under a generalized Slater‐type condition. Such conditions allow us to cover situations where recent results cannot be applied. Afterwards, we provide a new complete characterization of strong duality for a problem with a single constraint: showing, in particular, that strong duality still holds without the standard Slater condition. This yields Lagrange multipliers characterizations of global optimality in case of (not necessarily convex) quadratic homogeneous functions after applying a generalized joint‐range convexity result. Furthermore, a result which reduces a constrained minimization problem into one with a single constraint under generalized convexity assumptions, is also presented.

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