Duality Theorems for Convex and Quasiconvex Set Functions

Satoshi Suzuki () and Daishi Kuroiwa ()
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Satoshi Suzuki: Shimane University
Daishi Kuroiwa: Shimane University

SN Operations Research Forum, 2020, vol. 1, issue 1, 1-13

Abstract: Abstract In mathematical programming, duality theorems play a central role. Especially, in convex and quasiconvex programming, Lagrange duality and surrogate duality have been studied extensively. Additionally, constraint qualifications are essential ingredients of the powerful duality theory. The best-known constraint qualifications are the interior point conditions, also known as the Slater-type constraint qualifications. A typical example of mathematical programming is a minimization problem of a real-valued function on a vector space. This types of problems have been studied widely and have been generalized in several directions. Recently, the authors investigate set functions and Fenchel duality. However, duality theorems and its constraint qualifications for mathematical programming with set functions have not been studied yet. It is expected to study set functions and duality theorems. In this paper, we study duality theorems for convex and quasiconvex set functions. We show Lagrange duality theorem for convex set functions and surrogate duality theorem for quasiconvex set functions under the Slater condition. As an application, we investigate an uncertain problem with motion uncertainty.

Keywords: Set function; Lagrange duality; Surrogate duality; Mathematical programming with uncertainty (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s43069-020-0005-x

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