Consider the non-convex optimization problem: $$\underset{x\in \mathbb{R}^n}{\min} ~f(x) \\ \mbox{s.t.}~h_i(x)=0 ~~~\mbox{for}~~~i=1,\ldots,p \\ ~~~~~~ g_j(x)\leq0 ~~~\mbox{for}~~~j=1,\ldots,m$$ where $f(x),h_i(x)$ and $g_j(x)$ are continuously differential functions, but not necessarily convex. Let's say $\bar{x}$ is a global minimizer of the problem, and $\bar{x}$ is a KKT point (i.e., the KKT conditions hold at $\bar{x}$) with some constraint qualification (e.g: Mangasarian-Fromovitz constraint qualification holds at $\bar{x}$). What can be said about the duality gap (assuming that the dual solution exists and is attainable)? Does strong duality hold?
2026-03-25 13:55:08.1774446908
Duality gap in non-convex optimization: Do KKT conditions+constraint qualification imply strong duality?
659 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in OPTIMIZATION
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- optimization with strict inequality of variables
- Gradient of Cost Function To Find Matrix Factorization
- Calculation of distance of a point from a curve
- Find all local maxima and minima of $x^2+y^2$ subject to the constraint $x^2+2y=6$. Does $x^2+y^2$ have a global max/min on the same constraint?
- What does it mean to dualize a constraint in the context of Lagrangian relaxation?
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Building the model for a Linear Programming Problem
- Maximize the function
- Transform LMI problem into different SDP form
Related Questions in NONLINEAR-OPTIMIZATION
- Prove that Newton's Method is invariant under invertible linear transformations
- set points in 2D interval with optimality condition
- Finding a mixture of 1st and 0'th order Markov models that is closest to an empirical distribution
- Sufficient condition for strict minimality in infinite-dimensional spaces
- Weak convergence under linear operators
- Solving special (simple?) system of polynomial equations (only up to second degree)
- Smallest distance to point where objective function value meets a given threshold
- KKT Condition and Global Optimal
- What is the purpose of an oracle in optimization?
- Prove that any Nonlinear program can be written in the form...
Related Questions in DUALITY-THEOREMS
- Computing Pontryagin Duals
- How to obtain the dual problem?
- Optimization problem using Fenchel duality theorem
- Deriving the gradient of the Augmented Lagrangian dual
- how to prove that the dual of a matroid satisfies the exchange property?
- Write down the dual LP and show that $y$ is a feasible solution to the dual LP.
- $\mathrm{Hom}(\mathrm{Hom}(G,H),H) \simeq G$?
- Group structure on the dual group of a finite group
- Proving that a map between a normed space and its dual is well defined
- On the Hex/Nash connection game theorem
Related Questions in NON-CONVEX-OPTIMIZATION
- Find largest possible value of $x^2+y^2$ given that $x^2+y^2=2x-2y+2$
- Interesting Global Minimum of a Non-convex Function
- Minimize $x^T A y$, subject to $ x^Ty\geq 0$, where $A=\Phi^T\Phi$ is symmtric and semi-positive definite.
- How should I proceed to solve the below mentioned non-convex optimisation problem?
- Optimization of the sum of a convex and a non-convex function?
- Solution of a semidefinite program with rank at most $k$
- Trace maximization with semi-orthogonal constraint
- Literature on optimizing linear objectives over non-convex sets
- Convex Hull of the Union of Subgradients
- Find matrices $X$ such that the diagonal of $X^H X$ is sparse
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
Presume $f(x),h_i(x)$ and $g_j(x)$ are continuously differential function, then
A constraint qualification is necessary to guarantee that local minimum implies KKT point. I.e., constraint qualification is required to make KKT conditions necessary for minimum.
If one or more of $f(x),h_i(x)$ and $g_j(x)$ are non-convex, then (in general) strong duality does not necessarily hold. That's what makes non-convex optimization difficult.
See https://en.wikipedia.org/wiki/Strong_duality