Unified Duality Theory for Constrained Extremum Problems. Part I: Image Space Analysis

Unified Duality Theory for Constrained Extremum Problems. Part I: Image Space Analysis

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Article ID: iaor2014773
Volume: 161
Issue: 3
Start Page Number: 738
End Page Number: 762
Publication Date: Jun 2014
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: duality
Abstract:

This paper is concerned with a unified duality theory for a constrained extremum problem. Following along with the image space analysis, a unified duality scheme for a constrained extremum problem is proposed by virtue of the class of regular weak separation functions in the image space. Some equivalent characterizations of the zero duality property are obtained under an appropriate assumption. Moreover, some necessary and sufficient conditions for the zero duality property are also established in terms of the perturbation function. In the accompanying paper, the Lagrange‐type duality, Wolfe duality and Mond–Weir duality will be discussed as special duality schemes in a unified interpretation. Simultaneously, three practical classes of regular weak separation functions will be also considered.

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