Nonconvex duality

Benson's algorithm for nonconvex multiobjective problems via nonsmooth Wolfe duality

‎In this paper‎, ‎we propose an algorithm to obtain an approximation set of the (weakly) nondominated points of nonsmooth multiobjective optimization problems with equality and inequality constraints‎. ‎We use an extension of the Wolfe duality to construct the separating hyperplane in Benson's outer algorithm for multiobjective programming problems with subdifferentiable functions‎. ‎We also fo...

Duality Theory: Biduality in Nonconvex Optimization Duality Theory: Biduality in Nonconvex Optimization

It is known that in convex optimization, the Lagrangian associated with a constrained problem is usually a saddle function, which leads to the classical saddle Lagrange duality (i. e. the monoduality) theory. In nonconvex optimization, a so-called superLagrangian was introduced in [1], which leads to a nice biduality theory in convex Hamiltonian systems and in the so-called d.c. programming.

Duality gaps in nonconvex stochastic optimization

We consider multistage stochastic optimization models containing nonconvex constraints, e.g., due to logical or integrality requirements. We study three variants of Lagrangian relaxations and of the corresponding decomposition schemes, namely, scenario, nodal and geographical decomposition. Based on convex equivalents for the Lagrangian duals, we compare the duality gaps for these decomposition...

Subgradient Optimization, Generalized Programming, and Nonconvex Duality

Spectral Approach to Duality in Nonconvex Global Optimization∗

A nonconvex problem of constrained optimization is analyzed in terms of its ordinary Lagrangian function. New sufficient conditions are obtained for the duality gap to vanish. Among them, the main condition is that the objective and constraint functions be the sums of convex functionals and nonconvex quadratic forms with certain specific spectral properties. The proofs are related to extensions...