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http://hdl.handle.net/10397/6098
Title: | Stable and total Fenchel duality for DC optimization problems in locally convex spaces | Authors: | Fang, DH Li, C Yang, XQ |
Issue Date: | 2011 | Source: | SIAM journal on optimization, 2011, v. 21, no. 3, p. 730-760 | Abstract: | We consider the DC (difference of two convex functions) optimization problem (P)) inf [sub χ∈]X {(ƒ₁ (χ) - ƒ₂(χ)) + (g₁(Aχ) - g₂(Aχ))}, where ƒ₁, ƒ₂, 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 (P) are given. By using the properties of the epigraph of the conjugate functions, some sufficient and necessary conditions for the weak duality of (P) are provided. Sufficient and/or necessary conditions for the strong Fenchel duality, the stable Fenchel duality, and the stable total duality are derived. | Keywords: | Strong Fenchel duality Total Fenchel duality Difference of two convex functions programming |
Publisher: | Society for Industrial and Applied Mathematics | Journal: | SIAM journal on optimization | ISSN: | 1052-6234 | EISSN: | 1095-7189 | DOI: | 10.1137/100789749 | Rights: | © 2011 Society for Industrial and Applied Mathematics |
Appears in Collections: | Journal/Magazine Article |
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