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Fakultät für Mathematik
Bot, Radu Joan; Kassaj, Gabor; Wanka, Gert : Strong duality for generalized convex optimization problems

Bot, Radu Joan ; Kassaj, Gabor ; Wanka, Gert : Strong duality for generalized convex optimization problems


Author(s):
Bot, Radu Joan
Kassaj, Gabor
Wanka, Gert
Title:
Strong duality for generalized convex optimization problems
Electronic source:
application/postscript
Preprint series:
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 12, 2002
Mathematics Subject Classification:
90C25 [ Convex programming ]
90C26 [ Nonconvex programming ]
90C46 [ Optimality conditions, duality ]
Abstract:
In this paper strong duality for nearly convex optimization problems is established. Three kind of conjugate dual problems are attached to the primal optimization problem: the Lagrange dual, the Fenchel dual and the Fenchel-Lagrange dual problems. Our main results show that under suitable conditions, the optimal objective values of these four problems coincide.
Keywords:
realy convex set, realy convex function, strong duality
Language:
English
Publication time:
10 / 2002

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