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math.OC2017
Duality of nonconvex optimization with positively homogeneous functions
Shota Yamanaka, Nobuo Yamashita
We consider an optimization problem with positively homogeneous functions in its objective and constraint functions. Examples of such positively homogeneous functions include the a…
math.OC2017
Duality of optimization problems with gauge functions
Shota Yamanaka, Nobuo Yamashita
Recently, Yamanaka and Yamashita proposed the so-called positively homogeneous optimization problem, which includes many important problems, such as the absolute-value and the gaug…