Wednesday, 15:15 - 15:40 h, Room: H 2051

 

Abderrahim Hantoute
On convex relaxation of optimization problems

Coauthor: Rafael Correa

 

Abstract:
We relate a given optimization problem ∈ fX{f} to its lsc convex relaxation ∈ fX{(cl-co)(f)}; here (cl-co)(f) is the lsc convex hull of f. We establish a complete characterization of the solutions set of the relaxed problem by means exclusively of "some kind'' of the solution of the initial problem. Consequently, under some natural conditions, of coercivity type, this analysis yields both existence and characterization of the solution of the initial problem. Our main tools rely on the subdifferetial analysis of the so-called Legendre-Fenchel function.

 

Talk 1 of the invited session Wed.3.H 2051
"Some stability aspects in optimization theory" [...]
Cluster 24
"Variational analysis" [...]

 

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