A primal dual variational formulation suitable for a large class of non-convex problems in optimization
Optimization and Control
2019-09-05 v1
Abstract
In this article we develop a new primal dual variational formulation suitable for a large class of non-convex problems in the calculus of variations. The results are obtained through basic tools of convex analysis, duality theory, the Legendre transform concept and the respective relations between the primal and dual variables. The novelty here is that the dual formulation is established also for the primal variables, however with a large domain region of concavity about a critical point. Finally, we formally prove there is no duality gap between the primal and dual formulations in a local extremal context.
Cite
@article{arxiv.1909.01790,
title = {A primal dual variational formulation suitable for a large class of non-convex problems in optimization},
author = {Fabio Botelho},
journal= {arXiv preprint arXiv:1909.01790},
year = {2019}
}
Comments
8 pages