Email this article Duality and randomization in nonlinear programming
Abstract
We consider the NLP optimization problem
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and discuss the duality gap between P and
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The convex problem D is in fact the dual of a ``relaxed'' version of P via ``randomization'' which permits to give a simple interpretation for the presence or absence of a duality gap in the general case. Several particular cases are also discussed and the case of homogeneous functions is given special attention.
??
and discuss the duality gap between P and
??
The convex problem D is in fact the dual of a ``relaxed'' version of P via ``randomization'' which permits to give a simple interpretation for the presence or absence of a duality gap in the general case. Several particular cases are also discussed and the case of homogeneous functions is given special attention.
DOI: https://doi.org/10.21914/anziamj.v42i0.463
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ANZIAM Journal, ISSN 1446-8735, copyright Australian Mathematical Society.