Characterizations of ε-duality gap statements for composed optimization problems

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Abstract

In this paper we present different regularity conditions that equivalently characterizeε-duality gap statements for optimization problems consisting of minimizing the sum of a function with the precomposition of a cone-increasing function to a vector function. These regularity conditions are formulated by using epigraphs and ε-subdifferentials. Taking ε=0 one can rediscover recent results on stable strong and total duality and zero duality gap from the literature. Moreover, we deliver as byproducts ε-optimality conditions and (ε,η)-saddle point statements for the aforementioned kind of problems, and ε-Farkas statements involving the sum of a function with the precomposition of a cone-increasing function to a vector function.

Original languageEnglish
Pages (from-to)96-107
Number of pages12
JournalNonlinear Analysis, Theory, Methods and Applications
Volume92
DOIs
Publication statusPublished - 12 Aug 2013
Externally publishedYes

Keywords

  • Conjugate functions
  • Constraint qualifications
  • Fenchel-Lagrange dual
  • ε-duality gap

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