CHARACTERISING SOLUTION SET OF A NONCONVEX PROGRAMMING PROBLEM VIA ITS DUAL PROBLEMS

Abstract

Using duality theory, we propose a new approach to characterise solution set of a nonconvex optimisation problem. Several characterisations of solution set of the problem are established via it s dual problems. Characterisations of solution sets of some class of convex/nonconvex optimisation problems given in several papers before can be covered. Example is given.

Keywords

• Mixed type duality
• Lagrange function
• Solution set