Projective dualities for quasiconvex problems

Projective dualities for quasiconvex problems

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Article ID: iaor201526137
Volume: 62
Issue: 3
Start Page Number: 411
End Page Number: 430
Publication Date: Jul 2015
Journal: Journal of Global Optimization
Authors:
Keywords: heuristics, programming: mathematical, programming: linear
Abstract:

We study two dualities that can be applied to quasiconvex problems. They are conjugacies deduced from polarities. They are characterized by the polar sets of sublevel sets. We give some calculus rules for the associated subdifferentials and we relate the subdifferentials to known subdifferentials. We adapt the general duality schemes in terms of Lagrangians or in terms of perturbations to two specific problems. First a general mathematical programming problem and then a programming problem with linear constraints.

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