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Article Dans Une Revue Pacific journal of optimization Année : 2010

Radiant and coradiant dualities

Résumé

We associate a dual problem to a constrained optimization problem in which the objective is quasiconvex and either attains at 0 its global minimum or its global maximum. The attractive features of such a duality are that it does not require an additional parameter to set the dual and that the dual problem has a form which is similar to the one of the primal problem. We present conditions ensuring strong duality using separation properties. We relate our approach to the Lagrangian theory.
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Dates et versions

hal-00175268 , version 1 (27-09-2007)

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  • HAL Id : hal-00175268 , version 1

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Jean-Paul Penot. Radiant and coradiant dualities. Pacific journal of optimization, 2010, 6 (2), pp.263-279. ⟨hal-00175268⟩
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