A complete characterization of strong duality in nonconvex optimization with a single constraint
نویسندگان
چکیده
We first establish sufficient conditions ensuring strong duality for cone constrained nonconvex optimization problems under a generalized Slater-type condition. Such conditions allow us to cover situations where recent results cannot be applied. Afterwards, we provide a new complete characterization of strong duality for a problem with a single constraint: showing, in particular, that strong duality still holds without the standar Slater condition. This yields Lagrange multipliers characterizations of global optimality in case of (not necessarily convex) quadratic homogeneous functions after applying a joint-range convexity result due to Dines. Furthermore, a result which reduces a constrained minimization problem into one with a single constraint under generalized convexity assumptions, is also presented.
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ورودعنوان ژورنال:
- J. Global Optimization
دوره 53 شماره
صفحات -
تاریخ انتشار 2012