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A convex-like duality scheme for quasi-convex programs
Authors:U. Passy  E. Z. Prisman
Affiliation:(1) School of Industrial and Systems Engineering, Georgia Institute of Technology, 30332 Atlanta, GA, USA;(2) College of Management, Georgia Institute of Technology, 30332 Atlanta, Georgia, USA
Abstract:
This paper describes a symmetric duality relation for quasi-convex programs. We are able to strengthen previous results and to define necessary and sufficient conditions for the absence of duality gap. In the present scheme one can generate quasi-convex quasi-concave Lagrangians and discuss the correspondence between saddle points of the Lagrangians and the solutions to the dual and primal programs. The present scheme is very similar to Rockafellar's scheme for convex programs and in this sense it may be viewed as a unified approach. Several examples are also given.
Keywords:Quasi-Convex Functions  Duality  Lagrangians
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