On duality for nonconvex minimization problems within the framework of abstract convexity

By applying the perturbation function approach, we propose the Lagrangian and the conjugate duals for minimization problems of the sum of two, generally nonconvex, functions. The main tools are the Φ-convexity theory and minimax theorems for Φ-convex functions. We provide conditions ensuring zero duality gap and introduce Φ-Karush-Kuhn-Tucker conditions that characterize solutions to primal and dual problems. We also discuss the relationship between the dual problems introduced in the present investigation and some conjugate-type duals existing in the literature.

[1]  R. Boţ,et al.  Conjugate Duality in Convex Optimization , 2010 .

[2]  Werner Oettli,et al.  Conjugate Functions for Convex and Nonconvex Duality , 1998, J. Glob. Optim..

[3]  Regina Sandra Burachik,et al.  A new geometric condition for Fenchel's duality in infinite dimensional spaces , 2005, Math. Program..

[4]  Alexander Y. Kruger,et al.  Zero duality gap conditions via abstract convexity , 2021 .

[5]  Erik J. Balder,et al.  An Extension of Duality-Stability Relations to Nonconvex Optimization Problems , 1977 .

[6]  Szymon Dolecki,et al.  On $\Phi $-Convexity in Extremal Problems , 1978 .

[7]  K Fan,et al.  Minimax Theorems. , 1953, Proceedings of the National Academy of Sciences of the United States of America.

[8]  J. Frédéric Bonnans,et al.  Perturbation Analysis of Optimization Problems , 2000, Springer Series in Operations Research.

[9]  Maximal Abstract Monotonicity and Generalized Fenchel’s Conjugation Formulas , 2010 .

[10]  A. Rubinov Abstract Convexity and Global Optimization , 2000 .

[11]  Diethard Pallaschke,et al.  Foundations of Mathematical Optimization , 1997 .

[12]  L. Rüschendorf,et al.  On the n-Coupling Problem , 2002 .

[13]  Monika Syga Minimax Theorems for Extended Real-Valued Abstract Convex–Concave Functions , 2018, J. Optim. Theory Appl..

[14]  A. Rubinov,et al.  Generalized Fenchel’s Conjugation Formulas and Duality for Abstract Convex Functions , 2007 .

[15]  M. Syga Minimax theorems for Ф-convex functions: sufficient and necessary conditions , 2016 .

[16]  H. Mohebi,et al.  Abstract convexity of extended real-valued ICR functions , 2013 .