TY - JOUR
T1 - A General Nonconvex Multiduality Principle
AU - Bonenti, Francesca
AU - Martínez-Legaz, Juan Enrique
AU - Riccardi, Rossana
PY - 2018/3/1
Y1 - 2018/3/1
N2 - © 2018, Springer Science+Business Media, LLC, part of Springer Nature. We introduce a (possibly infinite) collection of mutually dual nonconvex optimization problems, which share a common optimal value, and give a characterization of their global optimal solutions. As immediate consequences of our general multiduality principle, we obtain Toland–Singer duality theorem as well as an analogous result involving generalized perspective functions. Based on our duality theory, we propose an extension of an existing algorithm for the minimization of d.c. functions, which exploits Toland–Singer duality, to a more general class of nonconvex optimization problems.
AB - © 2018, Springer Science+Business Media, LLC, part of Springer Nature. We introduce a (possibly infinite) collection of mutually dual nonconvex optimization problems, which share a common optimal value, and give a characterization of their global optimal solutions. As immediate consequences of our general multiduality principle, we obtain Toland–Singer duality theorem as well as an analogous result involving generalized perspective functions. Based on our duality theory, we propose an extension of an existing algorithm for the minimization of d.c. functions, which exploits Toland–Singer duality, to a more general class of nonconvex optimization problems.
KW - Multiduality
KW - Nonconvex optimization
KW - Toland–Singer duality
U2 - 10.1007/s10957-018-1245-1
DO - 10.1007/s10957-018-1245-1
M3 - Article
SN - 0022-3239
VL - 176
SP - 527
EP - 540
JO - Journal of Optimization Theory and Applications
JF - Journal of Optimization Theory and Applications
IS - 3
ER -