A duality approach for solving control-constrained linear-quadratic optimal control problems
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 …
control problems. We derive the dual of the optimal control problem explicitly, where the …
Zero duality gap conditions via abstract convexity
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 …
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 …
revisited in view of recent literature on the subject, establishing, in particular, new …
A simplex method for countably infinite linear programs
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 …
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 …
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 …
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 …
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 …
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 …
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 …
and semi strongly--vex functions. We study some properties of these proposed functions. As …