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