STABILITY OF THE LAGRANGIAN-DUALITY IN DC (DIFFERENCE OF 2 CONVEX-FUNCTIONS) OPTIMIZATION

Authors
TAO PD AN LTH
Citation
Pd. Tao et Lth. An, STABILITY OF THE LAGRANGIAN-DUALITY IN DC (DIFFERENCE OF 2 CONVEX-FUNCTIONS) OPTIMIZATION, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 318(4), 1994, pp. 379-384
Citations number
13
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
318
Issue
4
Year of publication
1994
Pages
379 - 384
Database
ISI
SICI code
0764-4442(1994)318:4<379:SOTLID>2.0.ZU;2-2
Abstract
We study the Lagrangian duality in the problem of maximizing a finite gauge over a unit ball of another one in the general framework of d c. optimization. We prove the stability of this duality (i. e. there is identity between a couple of primal-dual solutions and saddle-points o f the Lagrangian) and establish the expression of the dual objective f unction. These results are very useful in nonconvex optimization.