锥约束复合优化问题的Lagrange对偶

doi:10.12341/jssms13054

系统科学与数学 ›› 2017, Vol. 37 ›› Issue (1): 203-211.DOI: 10.12341/jssms13054

锥约束复合优化问题的Lagrange对偶

方东辉，王梦丹

吉首大学数学与统计学院, 吉首 416000

出版日期:2017-01-25 发布日期:2017-03-31

PDF ( 163 ) 引用被引次数 ( 7 | 3 )

方东辉，王梦丹. 锥约束复合优化问题的Lagrange对偶[J]. 系统科学与数学, 2017, 37(1): 203-211.

FANG Donghui,WANG Mengdan. Study on the Lagrange Dualities for Composite Optimization Problems with Conical Constraints[J]. Journal of Systems Science and Mathematical Sciences, 2017, 37(1): 203-211.

Study on the Lagrange Dualities for Composite Optimization Problems with Conical Constraints

FANG Donghui ,WANG Mengdan

College of Mathematics and Statistics, Jishou University, Jishou 416000

Online:2017-01-25 Published:2017-03-31

利用共轭函数的上图性质, 引入新的约束规范条件, 等价刻画了带锥约束的复合优化问题与其Lagrange对偶问题之间的弱对偶, 零对偶及强对偶, 推广和改进了前人的相关结论.

关键词： 复合优化问题, 约束规范条件, Lagrange对偶.

In terms of the epigraph of conjugate functions, we give some new con- straint qualifications, which completely characterize the weak duality, the zero duality and the strong duality between the primal problem with its Lagrange dual problem. Our results of the present paper extend and improve the corresponding ones in the literature.

MR(2010)主题分类:

90C26
90C46

分享此文:

[1]	方东辉. 复合优化问题的Fenchel对偶[J]. 系统科学与数学, 2017, 37(2): 528-536.

阅读次数

全文

摘要