Skip to main content
Log in

Separation of sets and Wolfe duality

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

An Erratum to this article was published on 08 February 2009

Abstract

Lagrangian duality can be derived from separation in the Image Space, namely the space where the images of the objective and constraining functions of the given extremum problem run. By exploiting such a result, we analyse the relationships between Wolfe and Mond-Weir duality and prove their equivalence in the Image Space under suitable generalized convexity assumptions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Frenk J.B.G., Kassay G.: On classes of generalized convex functions, Gordan-Farkas type theorems, and Lagrangian duality. J. Optim. Theory Applic. 102, 315–343 (1999)

    Article  Google Scholar 

  2. Giannessi, F.: Constrained Optimization and Image Space Analysis, vol. 1: Separation of Sets and Optimality Conditions. Springer (2005)

  3. Giannessi F.: Theorems of the alternative and optimality conditions. J. Optimiz. Theory Applic. 42, 331–365 (1984)

    Article  Google Scholar 

  4. Hiriart-Urruty J.B., Lemarechal C.: Convex Analysis and Minimization Algorithms, vol. 1. Springer Verlag, Berlin (1993)

    Google Scholar 

  5. Mastroeni G., Rapcsák T.: On convex generalized systems. J. Optimiz. Theory Applic. 104, 605–627 (2000)

    Article  Google Scholar 

  6. Mond, B., Weir T.: Generalized concavity and duality, in Generalized Concavity in Optimization, pp. 263–279. Academic Press (1981)

  7. Rapcsák, T.: Smooth Nonlinear Optimization in R n, Series Nonconvex Optimization and its Applications, vol. 19, Kluwer (1997)

  8. Rockafellar R.T.: Convex Analysis. Princeton University Press, Princeton (1970)

    Google Scholar 

  9. Tardella F.: On the Image of a Constrained Extremum Problem and Some Applications to the Existence of a Minimum. J. Optim. Theory Applic. 60, 93–104 (1989)

    Article  Google Scholar 

  10. Wolfe P.: A duality theorem for nonlinear programming. Qu. Appl. Math. 19, 239–244 (1961)

    Google Scholar 

  11. Zeng R., Caron R.J.: Generalized Motzkin alternative theorems and vector optimization problems. J. Optim. Theory Applic. 131, 281–299 (2006)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to G. Mastroeni.

Additional information

An erratum to this article is available at http://dx.doi.org/10.1007/s10898-009-9406-2.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Giannessi, F., Mastroeni, G. Separation of sets and Wolfe duality. J Glob Optim 42, 401–412 (2008). https://doi.org/10.1007/s10898-008-9301-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-008-9301-2

Keywords

AMS Classifications

Navigation