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Pre-Publicación 2010-18

Fabián Flores-Bazán, Fernando Flores-Bazán, Cristian Vera:

A complete characterization of strong duality in nonconvex optimization with a single constraint

Abstract:

We first establish sufficient conditions ensuring strong duality for cone constrained nonconvex optimization problems under a generalized Slater-type condition. Such conditions allow us to cover situations where recent results cannot be applied. Afterwards, we provide a new complete characterization of strong duality for a problem with a single constraint: showing, in particular, that strong duality still holds without the standar Slater condition. This yields Lagrange multipliers characterizations of global optimality in case of (not necessarily convex) quadratic homogeneous functions after applying a joint-range convexity result due to Dines. Furthermore, a result which reduces a constrained minimization problem into one with a single constraint under generalized convexity assumptions, is also presented.

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Esta prepublicacion dio origen a la(s) siguiente(s) publicación(es) definitiva(s):

Fernando FLORES-BAZáN, Fabián FLORES-BAZáN, Cristian VERA: A complete characterization of strong duality in nonconvex optimization with a single constraint. Journal of Global Optimization, vol. 53, 2, pp. 185-201, (2012).