Nonconvex Homogeneous Optimization: a General Framework and Optimality Conditions of First and Second-Order
Keywords:
Nonconvex optimization, homogeneous functions, copositivity, hidden convexity, strong duality, S-lemma.Abstract
This work discusses and analyzes a class of nonconvex homogeneous optimization problems, in which the objective function is a positively homogeneous function with a certain degree, and the constraints set is determined by a single homogeneous function with another degree, and a geometric set which is a (not necessarily convex) closed cone. Once a Lagrangian dual problem is associated, it is provided various characterizations for the validity of strong duality property: one of them is related to the convexity of a certain image of the geometric set involving both homogeneous functions, so revealing a hidden convexity. We also derive a suitable S-lemma. In the case where both functions are of the same degree of homogeneity, a copositive reformulation of the original problem is established. It is also established zero-, first- and second-order optimality conditions; KKT (local or global) optimality, giving rise to the notion of L-eigenvalues with applications to symmetric tensors eigenvalues analysis
Downloads
Downloads
Published
Issue
Section
License
You are free to:
- Share — copy and redistribute the material in any medium or format for any purpose, even commercially.
- Adapt — remix, transform, and build upon the material for any purpose, even commercially.
- The licensor cannot revoke these freedoms as long as you follow the license terms.
Under the following terms:
- Attribution — You must give appropriate credit , provide a link to the license, and indicate if changes were made . You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
- No additional restrictions — You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits.
Notices:
You do not have to comply with the license for elements of the material in the public domain or where your use is permitted by an applicable exception or limitation .
No warranties are given. The license may not give you all of the permissions necessary for your intended use. For example, other rights such as publicity, privacy, or moral rights may limit how you use the material.
