Fenchel-Lagrange duality versus geometric duality in convex optimization

被引:0
|
作者
Bot, R. I. [1 ]
Grad, S. M. [1 ]
Wanka, G. [1 ]
机构
[1] Tech Univ Chemnitz, Fac Math, Chemnitz, Germany
关键词
geometric programming; convex optimization; perturbation theory; Lagrange and Fenchel duality; conjugate functions;
D O I
10.1007/s10957-006-9047-2
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We present a new duality theory to treat convex optimization problems and we prove that the geometric duality used by Scott and Jefferson in different papers during the last quarter of century is a special case of it. Moreover, weaker sufficient conditions to achieve strong duality are considered and optimality conditions are derived. Next, we apply our approach to some problems considered by Scott and Jefferson, determining their duals. We give weaker sufficient conditions to achieve strong duality and the corresponding optimality conditions. Finally, posynomial geometric programming is viewed also as a particular case of the duality approach that we present.
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页码:33 / 54
页数:22
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