Strong Duality for Generalized Convex Optimization Problems |
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| Authors: | R I Boţ G Kassay G Wanka |
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| Institution: | (1) Assistant Professor, Faculty of Mathematics, Chemnitz University of Technology, Chemnitz, Germany;(2) Associate Professor, Faculty of Mathematics and Computer Science, Babeş – Bolyai University, Cluj-Napoca, Romania;(3) Professor, Faculty of Mathematics, Chemnitz University of Technology, Chemnitz, Germany |
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| Abstract: | In this paper, strong duality for nearly-convex optimization problems is established. Three kinds of conjugate dual problems
are associated to the primal optimization problem: the Lagrange dual, Fenchel dual, and Fenchel-Lagrange dual problems. The
main result shows that, under suitable conditions, the optimal objective values of these four problems coincide.
The first author was supported in part by Gottlieb Daimler and Karl Benz Stiftung 02-48/99.
This research has been performed while the second author visited Chemnitz University of Technology under DAAD (Deutscher Akademischer
Austauschdienst) Grant A/02/12866.
Communicated by T. Rapcsák |
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| Keywords: | Nearly convex sets nearly convex functions strong duality |
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