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Image Space Analysis to Lagrange-Type Duality for Constrained Vector Optimization Problems with Applications

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  • Shengkun Zhu

    (Southwestern University of Finance and Economics)

Abstract

The main purpose of this paper is to study the duality and penalty method for a constrained nonconvex vector optimization problem. Following along with the image space analysis, a Lagrange-type duality for a constrained nonconvex vector optimization problem is proposed by virtue of the class of vector-valued regular weak separation functions in the image space. Simultaneously, some equivalent characterizations to the zero duality gap property are established including the Lagrange multiplier, the Lagrange saddle point and the regular separation. Moreover, an exact penalization is also obtained by means of a local image regularity condition and a class of particular regular weak separation functions in the image space.

Suggested Citation

  • Shengkun Zhu, 2018. "Image Space Analysis to Lagrange-Type Duality for Constrained Vector Optimization Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 743-769, June.
    • Handle: RePEc:spr:joptap:v:177:y:2018:i:3:d:10.1007_s10957-016-1027-6
    DOI: 10.1007/s10957-016-1027-6
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    References listed on IDEAS

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    1. Hezhi Luo & Huixian Wu & Jianzhen Liu, 2015. "On Saddle Points in Semidefinite Optimization via Separation Scheme," Journal of Optimization Theory and Applications, Springer, vol. 165(1), pages 113-150, April.
    2. S. K. Zhu & S. J. Li, 2014. "Unified Duality Theory for Constrained Extremum Problems. Part II: Special Duality Schemes," Journal of Optimization Theory and Applications, Springer, vol. 161(3), pages 763-782, June.
    3. G. Mastroeni, 2012. "On the image space analysis for vector quasi-equilibrium problems with a variable ordering relation," Journal of Global Optimization, Springer, vol. 53(2), pages 203-214, June.
    4. J. Li & N. J. Huang, 2010. "Image Space Analysis for Vector Variational Inequalities with Matrix Inequality Constraints and Applications," Journal of Optimization Theory and Applications, Springer, vol. 145(3), pages 459-477, June.
    5. S. J. Li & Y. D. Xu & S. K. Zhu, 2012. "Nonlinear Separation Approach to Constrained Extremum Problems," Journal of Optimization Theory and Applications, Springer, vol. 154(3), pages 842-856, September.
    6. A. Moldovan & L. Pellegrini, 2009. "On Regularity for Constrained Extremum Problems. Part 1: Sufficient Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 142(1), pages 147-163, July.
    7. H. Z. Luo & G. Mastroeni & H. X. Wu, 2010. "Separation Approach for Augmented Lagrangians in Constrained Nonconvex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 144(2), pages 275-290, February.
    8. S. K. Zhu & S. J. Li, 2014. "Unified Duality Theory for Constrained Extremum Problems. Part I: Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 161(3), pages 738-762, June.
    9. G. Mastroeni, 2010. "Some applications of the image space analysis to the duality theory for constrained extremum problems," Journal of Global Optimization, Springer, vol. 46(4), pages 603-614, April.
    10. A. Moldovan & L. Pellegrini, 2009. "On Regularity for Constrained Extremum Problems. Part 2: Necessary Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 142(1), pages 165-183, July.
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    Cited by:

    1. Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2020. "Robustness Characterizations for Uncertain Optimization Problems via Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 459-479, August.
    2. Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2020. "A Unified Approach Through Image Space Analysis to Robustness in Uncertain Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 184(2), pages 466-493, February.
    3. Letizia Pellegrini & Shengkun Zhu, 2018. "Constrained Extremum Problems, Regularity Conditions and Image Space Analysis. Part II: The Vector Finite-Dimensional Case," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 788-810, June.

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