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Conjugate Duality and the Control of Linear Discrete Systems
- Source :
- Journal of Optimization Theory and Applications. 159:576-589
- Publication Year :
- 2013
- Publisher :
- Springer Science and Business Media LLC, 2013.
-
Abstract
- In this paper we deal with the minimization of a convex function over the solution set of a range inclusion problem determined by a multivalued operator with convex graph. We attach a dual problem to it, provide regularity conditions guaranteeing strong duality and derive for the resulting primal–dual pair necessary and sufficient optimality conditions. We also discuss the existence of optimal solutions for the primal and dual problems by using duality arguments. The theoretical results are applied in the context of the control of linear discrete systems.
- Subjects :
- Convex analysis
Mathematical optimization
Control and Optimization
Duality gap
Fenchel's duality theorem
Applied Mathematics
MathematicsofComputing_NUMERICALANALYSIS
Duality (optimization)
Perturbation function
Management Science and Operations Research
Weak duality
TheoryofComputation_ANALYSISOFALGORITHMSANDPROBLEMCOMPLEXITY
Strong duality
Wolfe duality
Applied mathematics
Mathematics
Subjects
Details
- ISSN :
- 15732878 and 00223239
- Volume :
- 159
- Database :
- OpenAIRE
- Journal :
- Journal of Optimization Theory and Applications
- Accession number :
- edsair.doi...........413e3bea5fa2da266dd5ed0a292766dd