[go: up one dir, main page]
More Web Proxy on the site http://driver.im/ Skip to main content
Log in

Duality for quasiconvex minimization over closed convex cones

  • Original Paper
  • Published:
Optimization Letters Aims and scope Submit manuscript

A Correction to this article was published on 16 July 2021

This article has been updated

Abstract

We establish a general duality theorem in a generalized conjugacy framework, which generalizes a classical result on the minimization of a convex function over a closed convex cone. Our theorem yields two quasiconvex duality schemes; one of them is of the surrogate duality type and is applicable to problems having an evenly quasiconvex objective function, whereas the other one is applicable to problems with Lipschitz quasiconvex objective functions and yields duals whose objective functions do not involve any surrogate constraint.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price includes VAT (United Kingdom)

Instant access to the full article PDF.

Similar content being viewed by others

Change history

References

  1. Balder, E.J.: An extension of duality-stability relations to nonconvex optimization problems. SIAM J. Control Optim. 15(2), 329–343 (1977)

    Article  MathSciNet  Google Scholar 

  2. Crouzeix, J.-P.: Polaires quasi-convexes et dualité. (French). C. R. Acad. Sci. Paris Sér. A 279, 955–958 (1974)

    MathSciNet  MATH  Google Scholar 

  3. Crouzeix, J.-P.: Conjugacy in quasiconvex analysis. Convex analysis and its applications (Proc. Conf., Muret-le-Quaire, 1976), pp. 66–99

  4. Crouzeix, J.-P.: Contributions à l’étude des fonctions quasiconvexes. (French) Thèse présentée à l’Université de Clermont-Ferrand II (U.E.R. des Sciences Exactes et Naturelles à dominante Recherche) pour obtenir le grade de Docteur ès Sciences Math ématiques. Série: E, No. d’Ordre 250. Université de Clermont-Ferrand II, Clermont-Ferrand, (1977)

  5. Dolecki, S., Kurcyusz, S.: On \(\Phi \)-convexity in extremal problems. SIAM J. Control Optim. 16(2), 277–300 (1978)

    Article  MathSciNet  Google Scholar 

  6. Fajardo, M.D., Goberna, M.A., Rodríguez, M.M.L., Vicente-Pérez, J.: Even Convexity and Optimization. Handling Strict Inequalities. EURO Advanced Tutorials on Operational Research. Springer, Cham (2020)

    MATH  Google Scholar 

  7. Greenberg, H.-J., Pierskalla, W.P.: Surrogate mathematical programming. Op. Res. 18, 924–939 (1970)

    Article  MathSciNet  Google Scholar 

  8. Greenberg, H.J., Pierskalla, W.P.: Quasi-conjugate functions and surrogate duality. Cahiers Centre Études Rech. Opér. 15, 437–448 (1973)

    MathSciNet  MATH  Google Scholar 

  9. Kilp, M., Knauer, U., Mikhalev, A. V.: Monoids, acts and categories. With applications to wreath products and graphs. A handbook for students and researchers. de Gruyter Expositions in Mathematics. 29. Walter de Gruyter, Berlin, (2000)

  10. Lindberg, P. O.: A generalization of Fenchel conjugation giving generalized Lagrangians and symmetric nonconvex duality. Survey of mathematical programming (Proc. Ninth Internat. Math. Programming Sympos., Budapest, 1976), Vol. 1, pp. 249–267, North-Holland, Amsterdam-Oxford-New York, (1979)

  11. Luenberger, D.G.: Quasi-convex programming. SIAM J. Appl. Math. 16, 1090–1095 (1968)

    Article  MathSciNet  Google Scholar 

  12. Martínez-Legaz, J. E.: A generalized concept of conjugation. Optimization: theory and algorithms (Confolant, 1981), 45–59, Lecture Notes in Pure and Appl. Math., 86, Dekker, New York, (1983)

  13. Martínez-Legaz, J. E.: A new approach to symmetric quasiconvex conjugacy. Selected topics in operations research and mathematical economics (Karlsruhe, 1983), 42–48, Lecture Notes in Econom. and Math. Systems, 226, Springer, Berlin, (1984)

  14. Martínez-Legaz, J.E.: Quasiconvex duality theory by generalized conjugation methods. Optimization 19(5), 603–652 (1988)

    Article  MathSciNet  Google Scholar 

  15. Martínez-Legaz, J. E.: On lower subdifferentiable functions. Trends in mathematical optimization (Irsee, 1986), 197–232, Internat. Schriftenreihe Numer. Math., 84, Birkhäuser, Basel, (1988)

  16. Martínez-Legaz, J. E.: Fenchel duality and related properties in generalized conjugation theory. International Conference in Applied Analysis (Hanoi, 1993). Southeast Asian Bull. Math. 19 (1995), no. 2, 99–106

  17. Martínez-Legaz, J. E.: Generalized convex duality and its economic applications. Handbook of generalized convexity and generalized monotonicity, 237–292, Nonconvex Optim. Appl., 76, Springer, New York, 2005

  18. Martínez-Legaz, J.E., Romano-Rodríguez, S.: \( \alpha \)-lower subdifferentiable functions. SIAM J. Optim. 3(4), 800–825 (1993)

    Article  MathSciNet  Google Scholar 

  19. Moreau, J.-J.: Inf-convolution, sous-additivité, convexit é des fonctions numériques. (French). J. Math. Pures Appl. 49, 109–154 (1970)

    MathSciNet  MATH  Google Scholar 

  20. Pallaschke, D., Rolewicz, S.: Foundations of mathematical optimization. Convex analysis without linearity. Mathematics and its Applications. Kluwer Academic Publishers Group, Dordrecht (1997)

    MATH  Google Scholar 

  21. Passy, U., Prisman, E.Z.: Conjugacy in quasiconvex programming. Math. Program. 30(2), 121–146 (1984)

    Article  MathSciNet  Google Scholar 

  22. Passy, U., Prisman, E.Z.: A convexlike duality scheme for quasiconvex programs. Math. Program. 32(3), 278–300 (1985)

    Article  MathSciNet  Google Scholar 

  23. Penot, J.-P., Volle, M.: On quasi-convex duality. Math. Oper. Res. 15(4), 597–625 (1990)

    Article  MathSciNet  Google Scholar 

  24. Plastria, F.: Lower subdifferentiable functions and their minimization by cutting planes. J. Optim. Theory Appl. 46(1), 37–53 (1985)

    Article  MathSciNet  Google Scholar 

  25. Rockafellar, R.T.: Convex analysis. Princeton Mathematical Series. Princeton University Press, Princeton (1970)

    Google Scholar 

  26. Rubinov, A.: Abstract Convexity and Global Optimization Nonconvex Optimization and its Applications. Kluwer Academic Publishers, Dordrecht (2000)

    Book  Google Scholar 

  27. Singer, I.: Abstract convex analysis. With a foreword by A. M. Rubinov. Canadian Mathematical Society Series of Monographs and Advanced Texts. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, (1997)

Download references

Acknowledgements

Juan Enrique Martínez-Legaz gratefully acknowledges financial support from the Spanish Ministry of Science, Innovation and Universities, through Grant PGC2018-097960-B-C21 and the Severo Ochoa Program for Centers of Excellence in R&D (CEX2019-000915-S). He is affiliated with MOVE (Markets, Organizations and Votes in Economics). Wilfredo Sosa was supported in part by Fundação de Apoio à Pesquisa do Distrito Federal (FAP-DF), through Grants 0193.001695/2017 and PDE 05/2018. This research was carried out during the state of alert in Catalonia, when he was visiting the Centre de Recerca Matem àtica (CRM) in the framework of the 2020 Research in Pairs program. The CRM is a paradise for research, he appreciates the hospitality and all the support received from the CRM. We are grateful to two anonymous reviewers, whose careful reading of the manuscript and useful remarks have helped us to correct and improve the presentation.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Juan Enrique Martínez-Legaz.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Martínez-Legaz, J.E., Sosa, W. Duality for quasiconvex minimization over closed convex cones. Optim Lett 16, 1337–1352 (2022). https://doi.org/10.1007/s11590-021-01766-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11590-021-01766-5

Keywords

Navigation