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Einige Bemerkungen zur Dualität in der konvexen Optimierung

Some remarks on duality in convex optimization

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Zusammenfassung

Die allgemeine Rockafellarsche Dualitätstheorie wird auf eine Reihe konvexer Optimierungsprobleme angewandt, um Dualitäts-, Existenz-und Charakterisierungssätze für Optimallösungen zu erhalten. Unter anderem werden auf diesem Wege einige schon bekannte Ergebnisse in sehr einfacher Weise wiedergewonnen.

Abstract

The general duality theory of Rockafellar will be applied to some convex optimization problems in order to get duality, existence and characterization theorems for optimal solutions. Among other things, in this way one recovers some well-known results in a very simple manner.

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Mackenroth, U. Einige Bemerkungen zur Dualität in der konvexen Optimierung. Computing 14, 251–259 (1975). https://doi.org/10.1007/BF02246430

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  • DOI: https://doi.org/10.1007/BF02246430

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