Duality suitable for a class of non-convex optimization problems

2019/06/18 by Botelho, Fabio
#49N15 #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1906.07758

Abstract

In this article we develop a duality principle suitable for a large class of problems in optimization. The main result is obtained through basic tools of convex analysis and duality theory. We establish a correct relation between the critical points of the primal and dual formulations and formally prove there is no duality gap between such formulations, in a local extremal context.

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