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Bounding duality gap for problems with separable objective
Convex function linear inequalities functions random algorithm terms
2015/8/7
We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. We consider approximate solutions obtained by solving ...
It is well-known that duality in the Monge-Kantorovich transport problem holds true provided that the cost function c : X×Y ! [0,1] is lower semi-continuous or finitely valued, but it may fail otherwi...
Harmonic Sum and Duality
conjugate function convex sets duality gauge harmonic sum inverse sum normal cone shady set star-shaped set
2009/1/13
We consider an operation on subsets of a topological vector space which is closely related to what has been called the inverse addition by R.T. Rockafellar. Applied to closed convex sets, it appears a...
Optimality Conditions for Constrained Convex Parabolic Control Problems via Duality
Optimality Conditions Constrained Convex Parabolic Control via Duality
2009/1/13
The optimality system is given for a phase-constrained control problem governed by a linear parabolic equation. The control may act on the boundary and the cost function may depend on the boundary val...