A general theory of surrogate dual and perturbational extended surrogate dual optimization problems |
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Authors: | Ivan Singer |
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Institution: | 1. INCREST, Department of Mathematics, Bd. P?cii 220, 79622 Bucharest, Romania;2. Institute of Mathematics, Str. Academiei 14, 70109 Bucharest, Romania |
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Abstract: | For the optimization problem (P) α = inf h(G), where G ≠ Ø is a subset of a locally convex space , we introduce and study two general concepts of dual problems, encompassing the classical surrogate dual problem. The first one involves only a family of surrogate constraints sets ΔG, Φ ? F (Φ ∈ W), where W ? RX, X being a locally convex space. The second one uses a perturbation functional and a family of sets , where W ? RX. We give duality theorems, introduce Lagrangians, and show some relations between these problems and the dual problems to (P) defined with the aid of a perturbation and a concept of conjugation of functionals. |
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