Duality Theory
Keyword(s):
Nonlinear optimization problems have two different representations, the primal problem and the dual problem. The relation between the primal and the dual problem is provided by an elegant duality theory. This chapter presents the basics of duality theory. Section 4.1 discusses the primal problem and the perturbation function. Section 4.2 presents the dual problem. Section 4.3 discusses the weak and strong duality theorems, while section 4.4 discusses the duality gap. This section presents the formulation of the primal problem, the definition and properties of the perturbation function, the definition of stable primal problem, and the existence conditions of optimal multiplier vectors.
2014 ◽
Vol 2014
◽
pp. 1-20
◽
2018 ◽
Vol 6
(1)
◽
pp. 33
2007 ◽
Vol 6
(3)
◽
pp. 179-198
◽
Keyword(s):
2019 ◽
Vol 33
◽
pp. 2929-2937