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On the theory of Lagrangian duality

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Abstract

It is shown that a general Lagrangian duality theory for constrained extremum problems can be drawn from a separation scheme in the Image Space, namely in the space where the functions of the given problem run.

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References

  1. Gao D.Y. (2000) Duality Principles in Nonconvex Systems. Series: Nonconvex Optimization and its Appls, vol. 39. Kluver, Dordrecht

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  4. Ponstein J. (1983) Comments on the general duality survey by J. Tind and L.A. Wolsey. Math. Program. 25, 240–244

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Authors and Affiliations

  1. Department of Mathematics, University of Pisa, Pisa, Italy

    F. Giannessi

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  1. F. Giannessi
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Correspondence to F. Giannessi.

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Giannessi, F. On the theory of Lagrangian duality. Optimization Letters 1, 9–20 (2007). https://doi.org/10.1007/s11590-006-0013-6

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  • DOI: https://doi.org/10.1007/s11590-006-0013-6

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