Conjugate Duality in Convex Optimization

Bot, Radu Ioan

ISBN 10: 3642048994 / ISBN 13: 9783642048999

Editore: Springer, 2010

Unread book in perfect condition. Codice articolo 7910277

Riassunto:

The results presented in this book originate from the last decade research work of the author in the ?eld of duality theory in convex optimization. The reputation of duality in the optimization theory comes mainly from the major role that it plays in formulating necessary and suf?cient optimality conditions and, consequently, in generatingdifferent algorithmic approachesfor solving mathematical programming problems. The investigations made in this work prove the importance of the duality theory beyond these aspects and emphasize its strong connections with different topics in convex analysis, nonlinear analysis, functional analysis and in the theory of monotone operators. The ?rst part of the book brings to the attention of the reader the perturbation approach as a fundamental tool for developing the so-called conjugate duality t- ory. The classical Lagrange and Fenchel duality approaches are particular instances of this general concept. More than that, the generalized interior point regularity conditions stated in the past for the two mentioned situations turn out to be p- ticularizations of the ones given in this general setting. In our investigations, the perturbationapproachrepresentsthestartingpointforderivingnewdualityconcepts for several classes of convex optimization problems. Moreover, via this approach, generalized Moreau–Rockafellar formulae are provided and, in connection with them, a new class of regularity conditions, called closedness-type conditions, for both stable strong duality and strong duality is introduced. By stable strong duality we understand the situation in which strong duality still holds whenever perturbing the objective function of the primal problem with a linear continuous functional.

Dalla quarta di copertina: <p>This book presents new achievements and results in the theory of conjugate duality for convex optimization problems. The perturbation approach for attaching a dual problem to a primal one makes the object of a preliminary chapter, where also an overview of the classical generalized interior point regularity conditions is given. A central role in the book is played by the formulation of generalized Moreau-Rockafellar formulae and closedness-type conditions, the latter constituting a new class of regularity conditions, in many situations with a wider applicability than the generalized interior point ones. The reader also receives deep insights into biconjugate calculus for convex functions, the relations between different existing strong duality notions, but also into several unconventional Fenchel duality topics. The final part of the book is consecrated to the applications of the convex duality theory in the field of monotone operators.</p>

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Titolo: Conjugate Duality in Convex Optimization
Casa editrice: Springer
Data di pubblicazione: 2010
Legatura: Brossura
Condizione: As New