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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

New insights into conjugate duality

Grad, Sorin - Mihai 19 July 2006 (has links) (PDF)
With this thesis we bring some new results and improve some existing ones in conjugate duality and some of the areas it is applied in. First we recall the way Lagrange, Fenchel and Fenchel - Lagrange dual problems to a given primal optimization problem can be obtained via perturbations and we present some connections between them. For the Fenchel - Lagrange dual problem we prove strong duality under more general conditions than known so far, while for the Fenchel duality we show that the convexity assumptions on the functions involved can be weakened without altering the conclusion. In order to prove the latter we prove also that some formulae concerning conjugate functions given so far only for convex functions hold also for almost convex, respectively nearly convex functions. After proving that the generalized geometric dual problem can be obtained via perturbations, we show that the geometric duality is a special case of the Fenchel - Lagrange duality and the strong duality can be obtained under weaker conditions than stated in the existing literature. For various problems treated in the literature via geometric duality we show that Fenchel - Lagrange duality is easier to apply, bringing moreover strong duality and optimality conditions under weaker assumptions. The results presented so far are applied also in convex composite optimization and entropy optimization. For the composed convex cone - constrained optimization problem we give strong duality and the related optimality conditions, then we apply these when showing that the formula of the conjugate of the precomposition with a proper convex K - increasing function of a K - convex function on some n - dimensional non - empty convex set X, where K is a k - dimensional non - empty closed convex cone, holds under weaker conditions than known so far. Another field were we apply these results is vector optimization, where we provide a general duality framework based on a more general scalarization that includes as special cases and improves some previous results in the literature. Concerning entropy optimization, we treat first via duality a problem having an entropy - like objective function, from which arise as special cases some problems found in the literature on entropy optimization. Finally, an application of entropy optimization into text classification is presented.
2

Overcoming the failure of the classical generalized interior-point regularity conditions in convex optimization. Applications of the duality theory to enlargements of maximal monotone operators

Csetnek, Ernö Robert 14 December 2009 (has links) (PDF)
The aim of this work is to present several new results concerning duality in scalar convex optimization, the formulation of sequential optimality conditions and some applications of the duality to the theory of maximal monotone operators. After recalling some properties of the classical generalized interiority notions which exist in the literature, we give some properties of the quasi interior and quasi-relative interior, respectively. By means of these notions we introduce several generalized interior-point regularity conditions which guarantee Fenchel duality. By using an approach due to Magnanti, we derive corresponding regularity conditions expressed via the quasi interior and quasi-relative interior which ensure Lagrange duality. These conditions have the advantage to be applicable in situations when other classical regularity conditions fail. Moreover, we notice that several duality results given in the literature on this topic have either superfluous or contradictory assumptions, the investigations we make offering in this sense an alternative. Necessary and sufficient sequential optimality conditions for a general convex optimization problem are established via perturbation theory. These results are applicable even in the absence of regularity conditions. In particular, we show that several results from the literature dealing with sequential optimality conditions are rediscovered and even improved. The second part of the thesis is devoted to applications of the duality theory to enlargements of maximal monotone operators in Banach spaces. After establishing a necessary and sufficient condition for a bivariate infimal convolution formula, by employing it we equivalently characterize the $\varepsilon$-enlargement of the sum of two maximal monotone operators. We generalize in this way a classical result concerning the formula for the $\varepsilon$-subdifferential of the sum of two proper, convex and lower semicontinuous functions. A characterization of fully enlargeable monotone operators is also provided, offering an answer to an open problem stated in the literature. Further, we give a regularity condition for the weak$^*$-closedness of the sum of the images of enlargements of two maximal monotone operators. The last part of this work deals with enlargements of positive sets in SSD spaces. It is shown that many results from the literature concerning enlargements of maximal monotone operators can be generalized to the setting of Banach SSD spaces.
3

New insights into conjugate duality

Grad, Sorin - Mihai 13 July 2006 (has links)
With this thesis we bring some new results and improve some existing ones in conjugate duality and some of the areas it is applied in. First we recall the way Lagrange, Fenchel and Fenchel - Lagrange dual problems to a given primal optimization problem can be obtained via perturbations and we present some connections between them. For the Fenchel - Lagrange dual problem we prove strong duality under more general conditions than known so far, while for the Fenchel duality we show that the convexity assumptions on the functions involved can be weakened without altering the conclusion. In order to prove the latter we prove also that some formulae concerning conjugate functions given so far only for convex functions hold also for almost convex, respectively nearly convex functions. After proving that the generalized geometric dual problem can be obtained via perturbations, we show that the geometric duality is a special case of the Fenchel - Lagrange duality and the strong duality can be obtained under weaker conditions than stated in the existing literature. For various problems treated in the literature via geometric duality we show that Fenchel - Lagrange duality is easier to apply, bringing moreover strong duality and optimality conditions under weaker assumptions. The results presented so far are applied also in convex composite optimization and entropy optimization. For the composed convex cone - constrained optimization problem we give strong duality and the related optimality conditions, then we apply these when showing that the formula of the conjugate of the precomposition with a proper convex K - increasing function of a K - convex function on some n - dimensional non - empty convex set X, where K is a k - dimensional non - empty closed convex cone, holds under weaker conditions than known so far. Another field were we apply these results is vector optimization, where we provide a general duality framework based on a more general scalarization that includes as special cases and improves some previous results in the literature. Concerning entropy optimization, we treat first via duality a problem having an entropy - like objective function, from which arise as special cases some problems found in the literature on entropy optimization. Finally, an application of entropy optimization into text classification is presented.
4

Sattelpunkte und Optimalitätsbedingungen bei restringierten Optimierungsproblemen

Grunert, Sandro 10 June 2009 (has links) (PDF)
Sattelpunkte und Optimalitätsbedingungen bei restringierten Optimierungsproblemen Ausarbeitung im Rahmen des Seminars "Optimierung", WS 2008/2009 Die Dualitätstheorie für restringierte Optimierungsaufgaben findet in der Spieltheorie und in der Ökonomik eine interessante Anwendung. Mit Hilfe von Sattelpunkteigenschaften werden diverse Interpretationsmöglichkeiten der Lagrange-Dualität vorgestellt. Anschließend gilt das Augenmerk den Optimalitätsbedingungen solcher Probleme. Grundlage für die Ausarbeitung ist das Buch "Convex Optimization" von Stephen Boyd und Lieven Vandenberghe.
5

Overcoming the failure of the classical generalized interior-point regularity conditions in convex optimization. Applications of the duality theory to enlargements of maximal monotone operators

Csetnek, Ernö Robert 08 December 2009 (has links)
The aim of this work is to present several new results concerning duality in scalar convex optimization, the formulation of sequential optimality conditions and some applications of the duality to the theory of maximal monotone operators. After recalling some properties of the classical generalized interiority notions which exist in the literature, we give some properties of the quasi interior and quasi-relative interior, respectively. By means of these notions we introduce several generalized interior-point regularity conditions which guarantee Fenchel duality. By using an approach due to Magnanti, we derive corresponding regularity conditions expressed via the quasi interior and quasi-relative interior which ensure Lagrange duality. These conditions have the advantage to be applicable in situations when other classical regularity conditions fail. Moreover, we notice that several duality results given in the literature on this topic have either superfluous or contradictory assumptions, the investigations we make offering in this sense an alternative. Necessary and sufficient sequential optimality conditions for a general convex optimization problem are established via perturbation theory. These results are applicable even in the absence of regularity conditions. In particular, we show that several results from the literature dealing with sequential optimality conditions are rediscovered and even improved. The second part of the thesis is devoted to applications of the duality theory to enlargements of maximal monotone operators in Banach spaces. After establishing a necessary and sufficient condition for a bivariate infimal convolution formula, by employing it we equivalently characterize the $\varepsilon$-enlargement of the sum of two maximal monotone operators. We generalize in this way a classical result concerning the formula for the $\varepsilon$-subdifferential of the sum of two proper, convex and lower semicontinuous functions. A characterization of fully enlargeable monotone operators is also provided, offering an answer to an open problem stated in the literature. Further, we give a regularity condition for the weak$^*$-closedness of the sum of the images of enlargements of two maximal monotone operators. The last part of this work deals with enlargements of positive sets in SSD spaces. It is shown that many results from the literature concerning enlargements of maximal monotone operators can be generalized to the setting of Banach SSD spaces.
6

Sattelpunkte und Optimalitätsbedingungen bei restringierten Optimierungsproblemen

Grunert, Sandro 10 June 2009 (has links)
Sattelpunkte und Optimalitätsbedingungen bei restringierten Optimierungsproblemen Ausarbeitung im Rahmen des Seminars "Optimierung", WS 2008/2009 Die Dualitätstheorie für restringierte Optimierungsaufgaben findet in der Spieltheorie und in der Ökonomik eine interessante Anwendung. Mit Hilfe von Sattelpunkteigenschaften werden diverse Interpretationsmöglichkeiten der Lagrange-Dualität vorgestellt. Anschließend gilt das Augenmerk den Optimalitätsbedingungen solcher Probleme. Grundlage für die Ausarbeitung ist das Buch "Convex Optimization" von Stephen Boyd und Lieven Vandenberghe.

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