Abstract
This paper describes a symmetric duality relation for quasi-convex programs. We are able to strengthen previous results and to define necessary and sufficient conditions for the absence of duality gap. In the present scheme one can generate quasi-convex quasi-concave Lagrangians and discuss the correspondence between saddle points of the Lagrangians and the solutions to the dual and primal programs. The present scheme is very similar to Rockafellar's scheme for convex programs and in this sense it may be viewed as a unified approach. Several examples are also given.
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Passy, U., Prisman, E.Z. A convex-like duality scheme for quasi-convex programs. Mathematical Programming 32, 278–300 (1985). https://doi.org/10.1007/BF01582050
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DOI: https://doi.org/10.1007/BF01582050