Canonical duality for solving general nonconvex constrained problems

2013/10/08 by Latorre, Vittorio, Gao, David Y. · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1310.2014

Abstract

This paper presents a canonical duality theory for solving a general nonconvex constrained optimization problem within a unified framework to cover Lagrange multiplier method and KKT theory. It is proved that if both target function and constraints possess certain patterns necessary for modeling real systems, a perfect dual problem (without duality gap)can be obtained in a unified form with global optimality conditions provided. While the popular augmented Lagrangian method may produce more difficult nonconvex problems due to the nonlinearity of constraints.

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• Duality for Non Convex Composite Functions via the Fenchel Rockafellar Perturbation Framework

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