Strong duality for generalized convex optimization problems. (English) Zbl 1158.90420
Strong duality for nearly-convex optimization problems is established. Three kinds of conjugate dual problems are associated to the primal optimization problem: the Langrange dual, Fenchel dual, and Fenchel-Lagrange dual problems. The main result shows that, under suitable conditions (constraint qualifications), the optimal objective values of these four problems coincide.
Reviewer: Fabián Flores-Bazan (Concepción)
MSC:
| 90C46 | Optimality conditions and duality in mathematical programming |
| 90C30 | Nonlinear programming |
References:
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