A general nonconvex multiduality principle
We introduce a (possibly infinite) collection of mutually dual nonconvex optimization problems, which share a common optimal value, and give a characterization of their global optimal solutions. As immediate consequences of our general multiduality principle, we obtain Toland-Singer duality theorem...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2018 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:197108 |
| Acceso en línea: | https://ddd.uab.cat/record/197108 https://dx.doi.org/urn:doi:10.1007/s10957-018-1245-1#citeas |
| Access Level: | acceso abierto |
| Palabra clave: | Nonconvex optimization Multiduality Toland-Singer duality |
| Sumario: | We introduce a (possibly infinite) collection of mutually dual nonconvex optimization problems, which share a common optimal value, and give a characterization of their global optimal solutions. As immediate consequences of our general multiduality principle, we obtain Toland-Singer duality theorem as well as an analogous result involving generalized perspective functions. Based on our duality theory, we propose an extension of an existing algorithm for the minimization of d.c. functions, which exploits Toland-Singer duality, to a more general class of nonconvex optimization problems. |
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