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arXiv:2401.04806 [math.OC]AbstractReferencesReviewsResources

Characterisation of zero duality gap for optimization problems in spaces without linear structure

Ewa Bednarczuk, Monika Syga

Published 2024-01-09Version 1

We prove sufficient and necessary conditions ensuring zero duality gap for Lagrangian duality in some classes of nonconvex optimization problems. To this aim, we use the $\Phi$-convexity theory and minimax theorems for $\Phi$-convex functions. The obtained zero duality results apply to optimization problems involving prox-bounded functions, DC functions, weakly convex functions and paraconvex functions as well as infinite-dimensional linear optimization problems, including Kantorovich duality which plays an important role in determining Wasserstein distance.

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