Weak Fenchel and weak Fenchel‐Lagrange conjugate duality for nonconvex scalar optimization problems

Weak Fenchel and weak Fenchel‐Lagrange conjugate duality for nonconvex scalar optimization problems

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Article ID: iaor20126642
Volume: 54
Issue: 4
Start Page Number: 813
End Page Number: 830
Publication Date: Dec 2012
Journal: Journal of Global Optimization
Authors: , ,
Keywords: duality, maps
Abstract:

In this work, by using weak conjugate maps given in (Azimov and Gasimov,1999), weak Fenchel conjugate dual problem, ( D F w ) equ1 , and weak Fenchel Lagrange conjugate dual problem ( D FL w ) equ2 are constructed. Necessary and sufficient conditions for strong duality for the ( D F w ) equ3 , ( D FL w ) equ4 and primal problem are given. Furthermore, relations among the optimal objective values of dual problem constructed by using Augmented Lagrangian in (Azimov and Gasimov, in Int J Appl Math 1:171–192, 1999), ( D F w ) equ5 , ( D FL w ) equ6 dual problems and primal problem are examined. Lastly, necessary and sufficient optimality conditions for the primal and the dual problems ( D F w ) equ7 and ( D FL w ) equ8 are established.

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