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Optimization by level set methods v:duality theorems for perturbed optimization problems2

 

作者: Ivan Singer,  

 

期刊: Mathematische Operationsforschung und Statistik. Series Optimization  (Taylor Available online 1984)
卷期: Volume 15, issue 1  

页码: 3-36

 

ISSN:0323-3898

 

年代: 1984

 

DOI:10.1080/02331938408842904

 

出版商: Akademic-Verlag

 

数据来源: Taylor

 

摘要:

We consider the optimization problem (P), α =infh(G),, whereG≠ Ø is a subset of a locally convex spaceFandh:F→R, “embedded” into a family of optimization problemswhereXis a locally convex space and φ:F×X→R.For surrogate dual, respectively. Lagrangian dual problems (Q), β = sup λ(X*), to (P),, defined with the aid of this embedding, we give necessary and sufficient conditions for α = β,involving functionals φ εX*and level sets off, respectively ofᵮ(x,t), =f(x), +t(xεX,tεR),, or involving surrogate ε-subdifferentials (which we introduce here),, respectively ε-subdifferentials off(ε ≧ 0),. We give applications to, optimization problems perturbed by multifunctions and to optimization problems for systems, obtaining conditions for surrogate duality in terms of functionals φ εX*and the level sets ofh.

 

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