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We study conjugate duality with arbitrary coupling functions. Our only tool is a certain support property, which is automatically fulfilled in the two most widely used special cases, namely the case where the underlying space is a topological vector space and the coupling functions are the continuous linear ones, and the case where the underlying space is a metric space and the coupling functions are the continuous ones. We obtain thereby a simultaneous axiomatic extension of these two classical models. Also included is a condition for global optimality, which requires only the mentioned support property. 相似文献
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Most nonliner programming problems consist of functions which are sums of unary convex functions of linear fuctions.In this paper,we derive the duality forms of the unary convex optimization,and these technuques are applied to the geometric programming and minimum discriminaiton information problems. 相似文献
4.
Most nonliner programming problems consist of functions which are sums of unary,convexfunctions of linear fuctions.In this paper.we derive the duality forms of the unary oonvex optimization,and these technuqucs are applied to the geometric programming and minimum discrimination informationproblems. 相似文献
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Andreas H. Hamel 《Set-Valued and Variational Analysis》2009,17(2):153-182
It is proven that a proper closed convex function with values in the power set of a preordered, separated locally convex space
is the pointwise supremum of its set-valued affine minorants. A new concept of Legendre–Fenchel conjugates for set-valued
functions is introduced and a Moreau–Fenchel theorem is proven. Examples and applications are given, among them a dual representation
theorem for set-valued convex risk measures.
相似文献
7.
We present an extension of Fenchel’s duality theorem by weakening the convexity assumptions to near convexity. These weak
hypotheses are automatically fulfilled in the convex case. Moreover, we show by a counterexample that a further extension
to closely convex functions is not possible under these hypotheses.
The authors are grateful to the Associate Editor for helpful suggestions and remarks which improved the quality of the paper.
The second author was supported by DFG (German Research Foundation), project WA 922/1. 相似文献
8.
本文讨论了集函数多目标(分母不同)分式规划,给出了Geoffrion正常有效解的必要和充分条件,并讨论了关于有效解的广义凸对偶理论. 相似文献
9.
It is shown that a convenient subdifferential for the class of quasiconvex functions is variational. This property combines a variational principle with a kind of weak fuzzy sum rule. It entails a number of useful properties. The subdifferential considered here is the lower subdifferential at the origin (in the sense of Plastria) of the incident derivative or inner epiderivative of the function. 相似文献
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V. Jeyakumar A. M. Rubinov Z. Y. Wu 《Journal of Optimization Theory and Applications》2007,132(3):441-458
In this paper, we present a generalization of Fenchel’s conjugation and derive infimal convolution formulas, duality and subdifferential
(and ε-subdifferential) sum formulas for abstract convex functions. The class of abstract convex functions covers very broad classes
of nonconvex functions. A nonaffine global support function technique and an extended sum-epiconjugate technique of convex
functions play a crucial role in deriving the results for abstract convex functions. An additivity condition involving global
support sets serves as a constraint qualification for the duality.
Work of Z.Y. Wu was carried out while the author was at the Department of Applied Mathematics, University of New South Wales,
Sydney, Australia. 相似文献
11.
Every C*-algebra gives rise to an effect module and a convex space of states, which are connected via Kadison duality. We explore this duality in several examples, where the C*-algebra is equipped with the structure of a finite-dimensional Hopf algebra. When the Hopf algebra is the function algebra or group algebra of a finite group, the resulting state spaces form convex monoids. We will prove that both these convex monoids can be obtained from the other one by taking a coproduct of density matrices on the irreducible representations. We will also show that the same holds for a tensor product of a group and a function algebra. 相似文献
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Semicontinuity and Quasiconvex Functions 总被引:11,自引:0,他引:11
Criteria are derived for quasiconvex functions under lower semicontinuity and upper semicontinuity conditions. The results thus obtained generalize earlier results for convex functions. We also give new conditions under which a given function is r-convex in the sense given by Avriel. 相似文献
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Characterization of Nonsmooth Semistrictly Quasiconvex and Strictly Quasiconvex Functions 总被引:5,自引:0,他引:5
New concepts of semistrict quasimonotonicity and strict quasimonotonicity for multivalued maps are introduced. It is shown that a locally Lipschitz map is (semi)strictly quasiconvex if and only if its Clarke subdifferential is (semi)strictly quasimonotone. Finally, an existence result for the corresponding variational inequality problem is obtained. 相似文献
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Duality Theorems of Multiobjective Programming for a Class of Generalized Convex Functions 总被引:3,自引:0,他引:3
YINGYING WANG 《运筹学学报》1998,(4)
1.DefinitionsDefinition1.AfunctionalF(x)inthespaceVCE"issaidtobeasublinearfunctionalifforx,yeV,andor20,Inparticular,F(0)=0.Letop(x)beadifferentiablerealfunctiononasetCCEd.ForagivensublinearfunctionFandafunctionp:CxC-EIIp(x,u)/0(x/u),themoregeneralgeneralizedconvexfunctioncanbedefinedasthefollwing:Definition2.op(x)issaidtobe(F,p)--invarialltconvexfunctiononCifforxl,xZECDefinition3.op(x)issaidtobe(F,P)--invariantquasiconvexfunctiononCifforal,xZECthatis,Definition4.op(x)issaidtobe(F,… 相似文献
15.
E. Hernández L. Rodríguez-Marín 《Journal of Optimization Theory and Applications》2007,134(1):119-134
In this paper, we study optimization problems where the objective function and the binding constraints are set-valued maps
and the solutions are defined by means of set-relations among all the images sets (Kuroiwa, D. in Takahashi, W., Tanaka, T.
(eds.) Nonlinear analysis and convex analysis, pp. 221–228, 1999). We introduce a new dual problem, establish some duality theorems and obtain a Lagrangian multiplier rule of nonlinear type
under convexity assumptions. A necessary condition and a sufficient condition for the existence of saddle points are given.
The authors thank the two referees for valuable comments and suggestions on early versions of the paper. The research of the
first author was partially supported by Ministerio de Educación y Ciencia (Spain) Project MTM2006-02629 and by Junta de Castilla
y León (Spain) Project VA027B06. 相似文献
16.
In this paper, a class of biholomorphic mappings called complete quasiconvex mappings is introduced and studied in bounded
convex Reinhardt domains of ℂ
n
. Through a detailed analysis of the analytic characterization for this class of mappings, it is shown that this class of
mappings contains the convex mappings and is also a subset of the class of starlike mappings. In the special case of the polydisc,
a decomposition theorem is established for the complete quasiconvex mappings, which in turn is used to derive an improved
sufficient condition for the convex mappings.
Translated from Chinese Annals of Mathematics (Series A) 相似文献
17.
A Lebesgue-type integration theory in complete bornological locally convex topological vector spaces was introduced by the first author in [17]. In this paper we continue developing this integration technique and formulate and prove some theorems on integrable functions as well as some convergence theorems. An example of Dobrakov integral in non-metrizable complete bornological locally convex spaces is given. 相似文献
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J. E. Martínez-Legaz 《Journal of Optimization Theory and Applications》1997,95(3):717-722
A function defined on a locally convex space is called evenly quasiconvex if its level sets are intersections of families of open half-spaces. Furthermore, if the closures of these open halfspaces do not contain the origin, then the function is called R-evenly quasiconvex. In this note, R-evenly quasiconvex functions are characterized as those evenly-quasiconvex functions that satisfy a certain simple relation with their lower semicontinuous hulls. 相似文献
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We give three proofs of the fact that a smoothly bounded, convex domain in ℝ n has defining functions whose Hessians are non-negative definite in a neighborhood of the boundary of the domain. 相似文献
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P. Maréchal 《Journal of Optimization Theory and Applications》2005,126(1):175-189
The function
,
dom g, is jointly convex provided f is convex and nonpositive at the origin and provided g is concave and nonnegative on its effective domain. Its convex conjugate combines the convex conjugates of f and −g by means of the same composition law. The effective domain of f Δg is then studied, which will prove to be useful in Part 2 of this paper (algebraic properties, Ref. 1). 相似文献