A duality approach for solving control-constrained linear-quadratic optimal control problems

RS Burachik, CY Kaya, SN Majeed - SIAM journal on Control and Optimization, 2014 - SIAM
We use a Fenchel duality scheme for solving control-constrained linear-quadratic optimal
control problems. We derive the dual of the optimal control problem explicitly, where the …

Zero duality gap conditions via abstract convexity

HT Bui, RS Burachik, AY Kruger, DT Yost - Optimization, 2022 - Taylor & Francis
Using tools provided by the theory of abstract convexity, we extend conditions for zero
duality gap to the context of non-convex and nonsmooth optimization. Mimicking the …

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

F Flores-Bazán, W Echegaray, F Flores-Bazán… - Journal of Global …, 2017 - Springer
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 …

A simplex method for countably infinite linear programs

A Ghate, CT Ryan, RL Smith - SIAM Journal on Optimization, 2021 - SIAM
We introduce a simplex method for general countably infinite linear programs. Previous
literature has focused on special cases, such as infinite network flow problems or Markov …

Conditions for zero duality gap in convex programming

JM Borwein, RS Burachik, L Yao - arXiv preprint arXiv:1211.4953, 2012 - arxiv.org
We introduce and study a new dual condition which characterizes zero duality gap in
nonsmooth convex optimization. We prove that our condition is weaker than all existing …

Duality for optimization problems with infinite sums

DT Luc, M Volle - SIAM Journal on Optimization, 2019 - SIAM
We introduce a new perturbation function for the problem of minimizing an infinite sum of
functions on a locally convex space and obtain a dual problem of maximizing an infinite sum …

Duality for extended infinite monotropic optimization problems

DT Luc, M Volle - Mathematical Programming, 2021 - Springer
We establish necessary and sufficient conditions for strong duality of extended monotropic
optimization problems with possibly infinite sum of separable functions. The results are …

Duality in countably infinite monotropic programs

A Ghate - SIAM Journal on Optimization, 2017 - SIAM
Finite-dimensional monotropic programs form a class of convex optimization problems that
includes linear programs, convex minimum cost flow problems on networks and …

Algebraic approach to duality in optimization and applications

DT Luc, M Volle - Set-Valued and Variational Analysis, 2021 - Springer
This paper studies duality of optimization problems in a vector space without topological
structure. A strong duality relation is established by means of algebraic subdifferential and …

[PDF][PDF] Strongly and Semi Strongly E_h-b-Vex Functions: Applications to Optimization Problems

SN Majeed - Iraqi Journal of Science, 2019 - iasj.net
In this paper, we propose new types of non-convex functions called strongly--vex functions
and semi strongly--vex functions. We study some properties of these proposed functions. As …