Characterisation of zero duality gap for optimization problems in spaces without linear structure
Optimization and Control
2024-01-11 v1
Abstract
We prove sufficient and necessary conditions ensuring zero duality gap for Lagrangian duality in some classes of nonconvex optimization problems. To this aim, we use the -convexity theory and minimax theorems for -convex functions. The obtained zero duality results apply to optimization problems involving prox-bounded functions, DC functions, weakly convex functions and paraconvex functions as well as infinite-dimensional linear optimization problems, including Kantorovich duality which plays an important role in determining Wasserstein distance.
Cite
@article{arxiv.2401.04806,
title = {Characterisation of zero duality gap for optimization problems in spaces without linear structure},
author = {Ewa Bednarczuk and Monika Syga},
journal= {arXiv preprint arXiv:2401.04806},
year = {2024}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2011.09194