Preprint 2012-19
Fabián Flores-Bazán, Giandomenico Mastroeni:
Strong duality in cone constrained nonconvex optimization: a general approach with applications to nonconvex variational problems
Abstract:
In this paper we deepen the analysis of the conditions that ensure strong duality for a cone constrained nonconvex optimization problem. Our conditions can be used where no previous result is applicable, even in a finite dimensional setting or convex situations. An application to Calculus of Variations without the standard convexity assumption yielding zero duality gap and strong duality is provided.
This preprint gave rise to the following definitive publication(s):
Fabián FLORES-BAZáN, Giandomenico MASTROENI: Strong duality in cone constrained nonconvex optimization: a general approach with applications to nonconvex variational problems. SIAM Journal on Optimization, vol. 23, 1, pp. 153-169, (2013).