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Preprint 2012-19

Fabián Flores-Bazán, Giandomenico Mastroeni:

Strong duality in cone constrained nonconvex optimization: a general approach with applications to nonconvex variational problems

Abstract:

In this paper we deepen the analysis of the conditions that ensure strong duality for a cone constrained nonconvex optimization problem. Our conditions can be used where no previous result is applicable, even in a finite dimensional setting or convex situations. An application to Calculus of Variations without the standard convexity assumption yielding zero duality gap and strong duality is provided.

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This preprint gave rise to the following definitive publication(s):

Fabián FLORES-BAZáN, Giandomenico MASTROENI: Strong duality in cone constrained nonconvex optimization: a general approach with applications to nonconvex variational problems. SIAM Journal on Optimization, vol. 23, 1, pp. 153-169, (2013).

 

 

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