Hadamard Directional Differentiability of the Optimal Value Function of a Quadratic Programming Problem

In this paper, we consider the stability analysis of a convex quadratic programming (QP) problem and its restricted Wolfe dual when all parameters in the problem are perturbed. Based on the continuity of the feasible set mapping, we establish the upper semi-continuity of the optimal solution mappings of the convex QP problem and the restricted Wolfe dual problem. Furthermore, by characterizing the optimal value function as a min–max optimization problem over two compact convex sets, we demonstrate the Lipschitz continuity and the Hadamard directional differentiability of the optimal value function.

On G-invexity-type nonlinear programming problems

In this paper, we introduce the concepts of KT-G-invexity and WD$-G-invexity for the considered differentiable optimization problem with inequality constraints. Using KT-G-invexity notion, we prove new necessary and sufficient optimality conditions for a new class of such nonconvex differentiable optimization problems. Further, the so-called G-Wolfe dual problem is defined for the considered extremum problem with inequality constraints. Under WD-G-invexity assumption, the necessary and sufficient conditions for weak duality between the primal optimization problem and its G-Wolfe dual problem are also established.

Variational principles, duality, Legendre transformations and mine shaft ventilation

The calculation of flows in pipe networks and in networks of mine shafts and the calculations of the currents in electrical circuits can be represented as variational problems. There are two approaches: the nodal method and the loop method. There is a variational representation for each of these. This paper describes the relationship between the two representations and in particular shows that the loop formulation is the Wolfe dual of the nodal formulation after the application of Legendre transformations to the variables and to the objective function.

Duality with generalized convexity

Recently, Hanson and Mond formulated a type of generalized convexity and used it to establish duality between the nonlinear programming problem and the Wolfe dual. Elsewhere, Mond and Weir gave an alternate dual, different from the Wolfe dual, that allowed the weakening of the convexity requirements. Here we establish duality between the nonlinear programming problem and the Mond-Weir dual using Hanson-Mond generalized convexity conditions.