Stable and Total Fenchel Duality for DC Optimization Problems in Locally Convex Spaces
نویسندگان
چکیده
We consider the DC (difference of two convex functions) optimization problem ðPÞ inf x∈Xfðf 1ðxÞ− f 2ðxÞÞ þ ðg1ðAxÞ− g2ðAxÞÞg, where f 1, f 2, g1, and g2 are proper convex functions defined on locally convex Hausdorff topological vector spaces X and Y , and A is a linear continuous operator from X to Y . Adopting different tactics, two types of the Fenchel dual problems of ðPÞ are given. By using the properties of the epigraph of the conjugate functions, some sufficient and necessary conditions for the weak duality of ðPÞ are provided. Sufficient and/or necessary conditions for the strong Fenchel duality, the stable Fenchel duality, and the stable total duality are derived.
منابع مشابه
Asymptotic closure condition and Fenchel duality for DC optimization problems in locally convex spaces
We consider the DC optimization problem (P) inf x∈X {(f1(x) − f2(x)) + (g1(Ax) − g2(Ax))}, where f1, f2, g1 and g2 are proper convex functions defined on locally convex Hausdorff topological vector spaces X and Y respectively, and A is a linear continuous operator from X to Y . Adopting the standard convexification technique, a Fenchel dual problem of (P) is given. By using properties of the ep...
متن کاملStable and Total Fenchel Duality for Convex Optimization Problems in Locally Convex Spaces
STABLE AND TOTAL FENCHEL DUALITY FOR CONVEX OPTIMIZATION PROBLEMS IN LOCALLY CONVEX SPACES∗ CHONG LI† , DONGHUI FANG‡ , GENARO LÓPEZ§ , AND MARCO A. LÓPEZ¶ Abstract. We consider the optimization problem (PA) infx∈X{f(x) + g(Ax)} where f and g are proper convex functions defined on locally convex Hausdorff topological vector spaces X and Y , respectively, and A is a linear operator from X to Y ....
متن کاملNew regularity conditions for strong and total Fenchel-Lagrange duality in infinite dimensional spaces
We give new regularity conditions for convex optimization problems in separated locally convex spaces. We completely characterize the stable strong and strong Fenchel-Lagrange duality. Then we give similar statements for the case when a solution of the primal problem is assumed as known, obtaining complete characterizations for the so-called total and, respectively, stable total Fenchel-Lagrang...
متن کاملStable Strong and Total Parametrized Dualities for Dc Optimization Problems in Locally Convex Spaces
By using properties of dualizing parametrization functions, Lagrangian functions and the epigraph technique, some sufficient and necessary conditions of the stable strong duality and strong total duality for a class of DC optimization problems are established.
متن کاملNew regularity conditions for Lagrange and Fenchel-Lagrange duality in infinite dimensional spaces
We give new regularity conditions based on epigraphs that assure strong duality between a given primal convex optimization problem and its Lagrange and Fenchel-Lagrange dual problems, respectively, in infinite dimensional spaces. Moreover we completely characterize through equivalent statements the so-called stable strong duality between the initial problem and the mentioned duals.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 21 شماره
صفحات -
تاریخ انتشار 2011