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arXiv · 2011.09194

Lagrangian duality for nonconvex optimization problems with abstract convex functions

Ewa M. Bednarczuk·Monika Syga
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Abstract

We investigate Lagrangian duality for nonconvex optimization problems. To this aim we use the $\Phi$-convexity theory and minimax theorem for $\Phi$-convex functions. We provide conditions for zero duality gap and strong duality. Among the classes of functions, to which our duality results can be applied, are prox-bounded functions, DC functions, weakly convex functions and paraconvex functions.

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Ewa M. Bednarczuk, Monika Syga. 2020-11-18. Lagrangian duality for nonconvex optimization problems with abstract convex functions. https://arxiv.org/abs/2011.09194

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