Corpus ID: 119582954

Duality of optimization problems with gauge functions

@inproceedings{Yamanaka2017DualityOO,
  title={Duality of optimization problems with gauge functions},
  author={Shota Yamanaka and Nobuo Yamashita},
  year={2017}
}
  • Shota Yamanaka, Nobuo Yamashita
  • Published 2017
  • Mathematics
  • Recently, Yamanaka and Yamashita (2017) proposed the so-called positively homogeneous optimization problems, which generalize many important problems, in particular the absolute-value and the gauge optimizations. They presented a closed dual formulation for these problems, proving weak duality results, and showing that it is equivalent to the Lagrangian dual under some conditions. In this work, we focus particularly in optimization problems whose objective functions and constraints consist of… CONTINUE READING

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