Semi-continuous quadratic optimization: existence conditions and duality scheme
In this work, we study the class of problems called semi-continuous optimization, which contains constrained minimization (maximization) problems with lower (upper) semi-continuous objective functions. We show some existence conditions for solutions based on asymptotic techniques, as well as a duali...
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Published in | Journal of global optimization Vol. 63; no. 2; pp. 281 - 295 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
New York
Springer US
01.10.2015
Springer Springer Nature B.V |
Subjects | |
Online Access | Get full text |
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Summary: | In this work, we study the class of problems called semi-continuous optimization, which contains constrained minimization (maximization) problems with lower (upper) semi-continuous objective functions. We show some existence conditions for solutions based on asymptotic techniques, as well as a duality scheme based on the Fenchel–Moreau conjugation specifically applied to semi-continuous problems. Promising results are obtained, when we apply this scheme to minimize quadratic functions (whose Hessians can be symmetric indefinite) over nonempty, closed and convex polyhedral sets. |
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Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
ISSN: | 0925-5001 1573-2916 |
DOI: | 10.1007/s10898-015-0306-3 |