We give new regularity conditions based on epigraphs that assure strong duality between a given primal convex optimization problem and its Lagrange and Fenchel-Lagrange dual problems, respectively, in infinite dimensional spaces. Moreover we completely characterize through equivalent statements the so-called stable strong duality between the initial problem and the mentioned duals.

the verse on “the world of primal covenant (‘alam al-zarr)” is among difficult quranic verses whose difficulty can be discovered by consideration of different opinions, which are sometimes opposite to one another, presented by quranic commentators. having accepted the existence of “the world of primal covenant,” mulla sadra has interpreted and expounded that world in accordance with his philoso...

We study the polyhedral structure of two primal relaxations of a class of specially structured mixed integer programming problems. This class includes the generalized capacitated plant location problem and a production scheduling problem as special cases. We show that for this class of problems two polyhedra constructed from the constraint sets in two difl‘erent primal relaxations are identical...

We provide a unifying geometric framework for the analysis of general classes of duality schemes and penalty methods for nonconvex constrained optimization problems. We present a separation result for nonconvex sets via general concave surfaces. We use this separation result to provide necessary and sufficient conditions for establishing strong duality between geometric primal and dual problems...

In this work we study the duality for a general multiobjective optimization problem. Considering, first, a scalar problem, different duals using the conjugacy approach are presented. Starting from these scalar duals, we introduce six different multiobjective dual problems to the primal one, one depending on certain vector parameters. The existence of weak and, under certain conditions, of stron...

A generally nonconvex optimization problem with equality constraints is studied. The problem is introduced as an “inf sup” of a generalized augmented Lagrangian function. A dual problem is defined as the “sup inf’ of the same generalized augmented Lagrangian. Sufftcient conditions are derived for constructing the augmented Lagrangian function such that the extremal values of the primal and dual...

In this paper we deal with the minimization of a convex function over the solution set of a range inclusion problem determined by a multivalued operator with convex graph. We attach a dual problem to it, provide regularity conditions guaranteeing strong duality and derive for the resulting primal-dual pair necessary and sufficient optimality conditions. We also discuss the existence of optimal ...

We generalize primal-dual interior-point methods for linear programming problems to the convex optimization problems in conic form. Previously, the most comprehensive theory of symmetric primal-dual interior-point algorithms was given by Nesterov and Todd 8, 9] for the feasible regions expressed as the intersection of a symmetric cone with an aane subspace. In our setting, we allow an arbitrary...

We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in [21] for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators involved we obtain for the sequences of iterates that approach the solution orders of convergence of O( 1 n) and O(ωn), for ω ∈ (0, 1), respectively. The investigate...

In the last lecture we saw how to formulate a dual program for an optimization problem. From the formulation, it turned out that the dual program gave an upper/lower bound depending on whether the problem was maximization/minimization respectively. Today, the focus will be on when are these bounds tight. It turns out that these bounds are tight in most of the cases of interest like linear progr...