Some characterizations of duality for DC optimization with composite functions

Xiangkai Sun, Xian-Jun Long, Minghua Li · Optimization · 2017

In this paper, by virtue of the epigraph technique, we first introduce some new regularity conditions and then obtain some complete characterizations of the Fenchel–Lagrange duality and the stable Fenchel–Lagrange duality for a new class of DC optimization involving a composite function. Moreover, we apply the strong and stable strong duality results to obtain some extended (stable) Farkas lemmas and (stable) alternative type theorems for this DC optimization problem. As applications, we obtain the corresponding results for a composed convex optimization problem, a DC optimization problem, and a convex optimization problem with a linear operator, respectively.

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