Optimality certificates for convex minimization and Helly numbers
Optimization and Control
2016-10-28 v1
Abstract
We consider the problem of minimizing a convex function over a subset of R^n that is not necessarily convex (minimization of a convex function over the integer points in a polytope is a special case). We define a family of duals for this problem and show that, under some natural conditions, strong duality holds for a dual problem in this family that is more restrictive than previously considered duals.
Cite
@article{arxiv.1610.08648,
title = {Optimality certificates for convex minimization and Helly numbers},
author = {Amitabh Basu and Michele Conforti and Gérard Cornuéjols and Robert Weismantel and Stefan Weltge},
journal= {arXiv preprint arXiv:1610.08648},
year = {2016}
}
Comments
5 pages