Fenchel-Lagrange Duality Versus Geometric Duality in Convex Optimization.

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Bibliographic Details
Title: Fenchel-Lagrange Duality Versus Geometric Duality in Convex Optimization.
Authors: BOT, R. I.1, GRAD, S. M.2, WANKA, G.3
Source: Journal of Optimization Theory & Applications. Apr2006, Vol. 129 Issue 1, p33-54. 22p.
Subjects: Duality theory (Mathematics), Geometric function theory, Complex variables, Convex geometry, Convex functions, Mathematical analysis, Variational inequalities (Mathematics), Calculus of variations, Differential inequalities
Abstract: 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. [ABSTRACT FROM AUTHOR]
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Description
Abstract: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. [ABSTRACT FROM AUTHOR]
ISSN:00223239
DOI:10.1007/s10957-006-9047-2