ON CONE D.C. OPTIMIZATION AND CONJUGATE DUALITY

Citation:

M. SEMU.ON CONE D.C. OPTIMIZATION AND CONJUGATE DUALITY[J].Chinese Annals of Mathematics B,2003,24(4):521~528
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Authors:

M. SEMU;
Abstract: This paper derives first order necessary and sufficient conditions for unconstrained cone d.c. programming problems where the underlined space is partially ordered with respect to a cone. These conditions are given in terms of directional derivatives and subdifferentials of the component functions. Moreover, conjugate duality for cone d.c. optimization is discussed and weak duality theorem is proved in a more general partially ordered linear topological vector space (generalizing the results in [11]).

Keywords:

Multi objective optimization, Cone d.c. programming, Optimality conditions, Conjugate duality

Classification:

90C29, 90C46, 26A27
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