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Lagrangian Duality: BASICS

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Book cover Encyclopedia of Optimization

Article Outline

Keywords

The Primal Problem and the Lagrangian Dual Problem

Weak and Strong Duality

Properties of the Lagrangian Dual Function

Geometrical Interpretations of Lagrangian Duality

  The Resource-Payoff Space

  Gap Function

Summary

See also

References

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Author information

Authors and Affiliations

  1. University Florida, Gainesville, USA

    Donald W. Hearn

  2. University Iowa, Iowa City, USA

    Timothy J. Lowe

Authors
  1. Donald W. Hearn
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  2. Timothy J. Lowe
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Hearn, D.W., Lowe, T.J. (2008). Lagrangian Duality: BASICS . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_320

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