Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap.
Fabián Flores BazánWilliam EchegarayFernando Flores-BazánEladio Ocaña AnayaPublished in: J. Glob. Optim. (2017)
Keyphrases
- duality gap
- convex programming
- convex functions
- quasiconvex
- primal dual
- augmented lagrangian
- convex optimization
- exact penalty
- nonlinear programming
- optimality conditions
- convex optimization problems
- inequality constraints
- set covering problem
- lagrangian dual
- constrained optimization
- multicriteria optimization
- linear programming
- linear program
- lagrange multipliers
- global optimality
- dual formulation
- optimal solution
- linear programming problems
- convex sets
- finite number
- objective function
- interior point methods
- saddle point
- variational inequalities
- optimization problems
- semidefinite programming
- convergence rate
- global optimization
- constrained optimization problems
- set covering
- approximation algorithms
- image denoising
- special case
- column generation