Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap

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Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap

Flores-Bazán, Fabián; Echegaray, William; Flores-Bazán, Fernando; Ocaña, Eladio

Journal of global optimization, 12/2017, Volume: 69, Issue: 4

Journal Article

Primal or dual strong-duality (or min-sup, inf-max duality) in nonconvex optimization is revisited in view of recent literature on the subject, establishing, in particular, new characterizations for the second case. This gives rise to a new class of quasiconvex problems having zero duality gap or closedness of images of vector mappings associated to those problems. Such conditions are described for the classes of linear fractional functions and that of quadratic ones. In addition, some applications to nonconvex quadratic optimization problems under a single inequality or equality constraint, are presented, providing new results for the fulfillment of zero duality gap or dual strong-duality.

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Flores-Bazán, Fabián | Echegaray, William | Flores-Bazán, Fernando | Ocaña, Eladio

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