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Tagged with duality oc.optimization-and-control
7 questions
1
vote
1
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228
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Weak duality sign
Let $\left\{\begin{matrix}
\operatorname{min}_xc^Tx\\Ax\leq b
\\ x\in \mathbb{R}^+
\end{matrix}\right.$ be a LP primal problem and $\left\{\begin{matrix}
\operatorname{max}_yb^Ty\\A^Ty\geq c
\\ y\in ...
CommunityBot
- 1
4
votes
1
answer
934
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Conjugate function for matrix mixed norm
I am familiar with the conjugate function of the vector norm, which uses the concept of dual norm and is defined as follows:
$$\|\mathbf{y}\|_p^*=\max_{\mathbf{x}}\left(\mathbf{x}^T\mathbf{y}-\|\...
- 63.9k
1
vote
1
answer
212
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Does coercivity/supercoercivity conjugates?
According to Wikipedia, a function $f: \mathbb{R}^n \to \mathbb{R} \cup \{-\infty, +\infty\}$ is called coercive if,
$$f(x) \to +\infty \text{ as } \|x\| \to +\infty$$
and it is super-coercive if
$$\...
- 12.7k
2
votes
0
answers
43
views
Weak relaxation of a strongly lower semi-continuous functional
Let $F$ be a lower semicontinuous functional on a Banach space $X$, wrt its strong topology. Is there a known form for the relaxation (lower semicontinuous envelope) of $F$ with respect to the weak ...
- 63.9k
5
votes
1
answer
581
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Strong duality for a particular moment problem
Reading the paper in this Link (see pag 13) with the objective of understanding a topic related to stochastic optimization I came across a problem in demonstrating one of the theorems. The situation ...
CommunityBot
- 1
1
vote
0
answers
187
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Strong Duality of Mixed Integer Linear Program
The problem at hand is to optimize a mixed-integer linear program closely related to the maximum flow problem. I would like to reformulate the problem with its dual and I'm concerned with the ...
- 11
8
votes
2
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275
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Is it possible to solve the argument maximization problem $\arg\max_x \langle x,l \rangle −f_1(x)−f_2(x)$ via convex duality?
I am attempting to solve the argument maximization problem
$$\arg\sup_x \{ \langle x,l \rangle − f_1(x)−f_2(x) \} \ \ \ \ \ \ \ \ \ \ (1)$$
where the functions $f_1$ and $f_2$ are concave but ...
- 101