TY - JOUR
T1 - Semi-continuous quadratic optimization: existence conditions and duality scheme
AU - Cotrina, John
AU - Raupp, Fernanda M.P.
AU - Sosa, Wilfredo
PY - 2015/10/22
Y1 - 2015/10/22
N2 - 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.
AB - 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.
KW - Duality scheme
KW - Existence conditions
KW - Fenchel–Moreau conjugation
KW - Semi-continuous optimization
KW - Duality scheme
KW - Existence conditions
KW - Fenchel–Moreau conjugation
KW - Semi-continuous optimization
UR - https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84941997098&origin=inward
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U2 - 10.1007/s10898-015-0306-3
DO - 10.1007/s10898-015-0306-3
M3 - Article in a journal
SN - 0925-5001
VL - 63
SP - 281
EP - 295
JO - Journal of Global Optimization
JF - Journal of Global Optimization
IS - 2
ER -