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arxiv: 1610.08648 · v1 · submitted 2016-10-27 · 🧮 math.OC

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Optimality certificates for convex minimization and Helly numbers

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classification 🧮 math.OC
keywords convexproblemdualsfamilyfunctionminimizationcasecertificates
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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.

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