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On the strong concavity of the dual function of an optimization problem

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arxiv 2006.16781 v6 pith:CDEPONKZ submitted 2020-06-27 math.OC

classification math.OC
keywords strongassumptioncannotconcavityconstraintsconvexitydualfunction
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We provide three new proofs of the strong concavity of the dual function of some convex optimization problems. For problems with nonlinear constraints, we show that the the assumption of strong convexity of the objective cannot be weakened to convexity and that the assumption that the gradients of all constraints at the optimal solution are linearly independent cannot be further weakened. Finally, we illustrate our results with several examples.

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Cited by 3 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. OpenAlex reports about 2,520 citations worldwide. Full citation record

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