Fenchel-Lagrange duality versus geometric duality in convex optimization

R. I. Boţ, S. M. Grad, G. Wanka

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)33-54
Number of pages22
JournalJournal of Optimization Theory and Applications
Volume129
Issue number1
DOIs
Publication statusPublished - 1 Jan 2006
Externally publishedYes

Keywords

  • Conjugate functions
  • Convex optimization
  • Geometric programming
  • Lagrange and Fenchel duality
  • Perturbation theory

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