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Proof of a Conjecture by Deutsch, Li, and Swetits on Duality of Optimization Problems

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Abstract

A conjecture of Deutsch, Li, and Swetits on duality relationships among three optimization problems is shown to hold true. The proof relies on a reformulation of one of the problems in a suitable product space, to which then a version of the classical Fenchel duality theorem applies.

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References

  1. Deutsch, F., Li, W., and Swetits, J., Fenchel Duality and the Strong Conical Hull Intersection Property, Journal of Optimization Theory and Applications, Vol. 102, pp. 681–695, 1999.

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  2. Barbu, V., and Precupanu, T., Convexity and Optimization in Banach Spaces, 2nd Edition, D. Riedel Publishing Company, New York, New York, 1985.

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  3. Zeidler, E., Nonlinear Functional Analysis and Its Applications, Vol. 3: Variational Methods and Optimization, Springer Verlag, New York, New York, 1985.

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Bauschke, H.H. Proof of a Conjecture by Deutsch, Li, and Swetits on Duality of Optimization Problems. Journal of Optimization Theory and Applications 102, 697–703 (1999). https://doi.org/10.1023/A:1022610425736

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  • DOI: https://doi.org/10.1023/A:1022610425736

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