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: | Flores-Bazn Fabin, Flores-Bazn Fernando, Vera Cristin |
Keywords: | programming: quadratic |
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.