A general nonconvex multiduality principle
Bonenti, Francesca (Open Capital Partners SGR)
Martínez Legaz, Juan Enrique (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
Riccardi, Rossana (Università degli Studi di Brescia. Dipartimento di Economia e Management)

Date:	2018
Abstract:	We introduce a (possibly infinite) collection of mutually dual nonconvex optimization problems, which share a common optimal value, and give a characterization of their global optimal solutions. As immediate consequences of our general multiduality principle, we obtain Toland-Singer duality theorem as well as an analogous result involving generalized perspective functions. Based on our duality theory, we propose an extension of an existing algorithm for the minimization of d. c. functions, which exploits Toland-Singer duality, to a more general class of nonconvex optimization problems.
Grants:	Ministerio de Economía y Competitividad MTM2014-59179-C2-2-P Ministerio de Economía y Competitividad SEV-2015-0563
Rights:	Tots els drets reservats.
Language:	Anglès
Document:	Article ; recerca ; Versió acceptada per publicar
Subject:	Nonconvex optimization ; Multiduality ; Toland-Singer duality
Published in:	Journal of optimization theory and applications, Vol. 176, Núm. 3 (2018) , p. 527-540, ISSN 1573-2878

DOI: 10.1007/s10957-018-1245-1#citeas
DOI: 10.1007/s10957-018-1245-1

Postprint 21 p, 1.1 MB

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