
Lower bound of a nonconvex program through the dual problem in Matlab
Posted:
Jan 19, 2013 2:23 AM


I want to get the lower bound of a nonconvex program through the dual problem. Can I do it using the standard Matlab optimization toolboxes?
For example, I have the following problem:
min f0(x) s.t. f1(x) <= 0
Here, f1(x) is nonconvex. Let, the lagrange dual function, g(p) = inf_x (f0(x) + p*f1(x). The optimal dual solution: max_p g(p). This dual solution is a lower bound of my original primal problem.
Can I obtain this dual solution, i.e., the lower bound, using Matlab optimization toolboxes? I know that I cannot get the global minimum through the primal problem since it is nonconvex. Any help will be appreciated.
Thanks,
Nazmul

