数学物理学报 ›› 2020, Vol. 40 ›› Issue (1): 20-30.

• 论文 • 上一篇    下一篇

复合凸优化问题的Fenchel-Lagrange强对偶之研究

方东辉*,田利萍(),王仙云()   

  1. 吉首大学数学与统计学院 湖南吉首 416000
  • 收稿日期:2018-08-30 出版日期:2020-01-26 发布日期:2020-04-08
  • 通讯作者: 方东辉 E-mail:littleequation@163.com;495102048@qq.com
  • 作者简介:田利萍, E-mail:littleequation@163.com|王仙云, E-mail:495102048@qq.com
  • 基金资助:
    国家自然科学基金(11861033);湖南省教育厅科研基金(17A172)

Strong Fenchel-Lagrange Duality for Convex Optimization Problems with Composite Function

Donghui Fang*,Liping Tian(),Xianyun Wang()   

  1. College of Mathematics and Statistics, Jishou University, Hunan Jishou 416000
  • Received:2018-08-30 Online:2020-01-26 Published:2020-04-08
  • Contact: Donghui Fang E-mail:littleequation@163.com;495102048@qq.com
  • Supported by:
    国家自然科学基金(11861033);湖南省教育厅科研基金(17A172)

摘要:

利用共轭函数的上图性质,引入新的约束规范条件,等价刻画了目标函数为凸函数与凸复合函数之和的复合优化问题及其Fenchel-Lagrange对偶问题之间的强对偶与稳定强对偶.

关键词: Fenchel-Lagrange强对偶, 约束规范条件, 复合凸优化问题

Abstract:

In this paper, we consider a convex composite optimization problem which consists in minimizing the sum of a convex function and a convex composite function. By using the properties of the epigraph of the conjugate functions, some sufficient and necessary conditions for the strong and stable strong Fenchel-Lagrange dualities are provided.

Key words: Fenchel-Lagrange duality, Constraint qualification, Convex composite optimization problem

中图分类号: 

  • O224