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Optimality certificates for convex minimization and Helly numbers

Authors :
Basu, Amitabh
Conforti, Michele
Cornuéjols, Gérard
Weismantel, Robert
Weltge, Stefan
Publication Year :
2016

Abstract

We consider the problem of minimizing a convex function over a subset of R^n that is not necessarily convex (minimization of a convex function over the integer points in a polytope is a special case). We define a family of duals for this problem and show that, under some natural conditions, strong duality holds for a dual problem in this family that is more restrictive than previously considered duals.<br />Comment: 5 pages

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1610.08648
Document Type :
Working Paper