Knowledge (XXG)

Duality (optimization)

Source 📝

4238: 54:. If the primal is a minimization problem then the dual is a maximization problem (and vice versa). Any feasible solution to the primal (minimization) problem is at least as large as any feasible solution to the dual (maximization) problem. Therefore, the solution to the primal is an upper bound to the solution of the dual, and the solution of the dual is a lower bound to the solution of the primal. This fact is called 3890: 3287: 3967: 2624: 3679: 3690: 109:
to add the constraints to the objective function, and then solving for the primal variable values that minimize the original objective function. This solution gives the primal variables as functions of the Lagrange multipliers, which are called dual variables, so that the new problem is to maximize
1498:
In the dual problem, the dual vector multiplies the constraints that determine the positions of the constraints in the primal. Varying the dual vector in the dual problem is equivalent to revising the upper bounds in the primal problem. The lowest upper bound is sought. That is, the dual vector is
1670: 1382:
In computational optimization, another "duality gap" is often reported, which is the difference in value between any dual solution and the value of a feasible but suboptimal iterate for the primal problem. This alternative "duality gap" quantifies the discrepancy between the value of a current
1499:
minimized in order to remove slack between the candidate positions of the constraints and the actual optimum. An infeasible value of the dual vector is one that is too low. It sets the candidate positions of one or more of the constraints in a position that excludes the actual optimum.
4233:{\displaystyle {\begin{aligned}&{\underset {x,u}{\operatorname {maximize} }}&&f(x)+\sum _{j=1}^{m}u_{j}g_{j}(x)\\&\operatorname {subject\;to} &&\nabla f(x)+\sum _{j=1}^{m}u_{j}\,\nabla g_{j}(x)=0\\&&&u_{i}\geq 0,\quad i=1,\ldots ,m\end{aligned}}} 3045: 2438: 2925: 3545: 2746: 1526:. They provide necessary conditions for identifying local optima of non-linear programming problems. There are additional conditions (constraint qualifications) that are necessary so that it will be possible to define the direction to an 3885:{\displaystyle {\begin{aligned}&{\underset {u}{\operatorname {maximize} }}&&\inf _{x}\left(f(x)+\sum _{j=1}^{m}u_{j}g_{j}(x)\right)\\&\operatorname {subject\;to} &&u_{i}\geq 0,\quad i=1,\ldots ,m\end{aligned}}} 752: 3529: 2420:: (x∗, λ∗) is a saddle point of the Lagrange function L if and only if x∗ is an optimal solution to the primal, λ∗ is an optimal solution to the dual, and the optimal values in the indicated problems are equal to each other. 1551: 1203: 1521:
To ensure that the global maximum of a non-linear problem can be identified easily, the problem formulation often requires that the functions be convex and have compact lower level sets. This is the significance of the
3037: 3282:{\displaystyle g(\lambda ,\nu )=\inf _{x\in {\mathcal {D}}}{\mathcal {L}}(x,\lambda ,\nu )=\inf _{x\in {\mathcal {D}}}\left\{f_{0}(x)+\sum _{i=1}^{m}\lambda _{i}f_{i}(x)+\sum _{i=1}^{p}\nu _{i}h_{i}(x)\right\}.} 1901: 5651: 4366: 2619:{\displaystyle {\begin{aligned}{\text{minimize }}&f_{0}(x)\\{\text{subject to }}&f_{i}(x)\leq 0,\ i\in \left\{1,\ldots ,m\right\}\\&h_{i}(x)=0,\ i\in \left\{1,\ldots ,p\right\}\end{aligned}}} 2181: 2113: 1011: 556: 1977: 2666: 924: 2754: 256: 3972: 3695: 3550: 2443: 2401:. But for some classes of functions, it is possible to get an explicit formula for g(). Solving the primal and dual programs together is often easier than solving only one of them. Examples are 2252: 1556: 358: 4518:
Overcoming the failure of the classical generalized interior-point regularity conditions in convex optimization. Applications of the duality theory to enlargements of maximal monotone operators
2308: 830: 3674:{\displaystyle {\begin{aligned}&{\underset {x}{\operatorname {minimize} }}&&f(x)\\&\operatorname {subject\;to} &&g_{i}(x)\leq 0,\quad i=1,\ldots ,m\end{aligned}}} 3415: 2387: 615: 1776: 5644: 1070: 2674: 1383:
feasible but suboptimal iterate for the primal problem and the value of the dual problem; the value of the dual problem is, under regularity conditions, equal to the value of the
207: 164: 3959: 5420:. Egon Balas (forward); Steven Vajda (trans) from the (1983 Paris: Dunod) French. Chichester: A Wiley-Interscience Publication. John Wiley & Sons, Ltd. pp. xxviii+489. 4931:. Egon Balas (forward); Steven Vajda (trans) from the (1983 Paris: Dunod) French. Chichester: A Wiley-Interscience Publication. John Wiley & Sons, Ltd. pp. xxviii+489. 3347: 3296:
is concave, even when the initial problem is not convex, because it is a point-wise infimum of affine functions. The dual function yields lower bounds on the optimal value
425: 953: 1369: 5637: 387: 285: 2948: 4277: 3321: 1329: 1302: 1257: 1233: 3367: 2968: 110:
the objective function with respect to the dual variables under the derived constraints on the dual variables (including at least the nonnegativity constraints).
3913: 850: 635: 476: 449: 1675:
The problem has constraints; we would like to convert it to a program without constraints. Theoretically, it is possible to do it by minimizing the function
1665:{\displaystyle {\begin{aligned}{\text{minimize }}&f_{0}(x)\\{\text{subject to }}&f_{i}(x)\leq 0,\ i\in \left\{1,\ldots ,m\right\}\\\end{aligned}}} 640: 5841: 3435: 2318:
principle. If the primal problem is convex and bounded from below, and there exists a point in which all nonlinear constraints are strictly satisfied (
1085: 755: 5741: 1523: 2984: 5833: 5505: 5460: 5327: 5163: 4848: 4702: 4591: 4525: 4500: 4465: 4392:, and conjectured that two person zero sum matrix game was equivalent to linear programming. Rigorous proofs were first published in 1948 by 5348:(2001). "4.5. Combinatorial Implications of Max-Flow Min-Cut Theorem, 4.6. Linear Programming Interpretation of Max-Flow Min-Cut Theorem". 5579: 1807: 4282: 5846: 5584: 5479: 5425: 5387: 5357: 5300: 5269: 5234: 5196: 5144: 5125: 5106: 4979: 4936: 4892: 4815: 4778: 4745: 4677: 4652: 4627: 4558: 4247:. This problem may be difficult to deal with computationally, because the objective function is not concave in the joint variables 1483:
In the linear case, in the primal problem, from each sub-optimal point that satisfies all the constraints, there is a direction or
2125: 2057: 961: 2314:
The optimal solution to the dual program is a lower bound for the optimal solution of the original (primal) program; this is the
5866: 5534: 5783: 481: 4388:
immediately after Dantzig presented the linear programming problem. Von Neumann noted that he was using information from his
1916: 1487:
of directions to move that increases the objective function. Moving in any such direction is said to remove slack between the
2920:{\displaystyle {\mathcal {L}}(x,\lambda ,\nu )=f_{0}(x)+\sum _{i=1}^{m}\lambda _{i}f_{i}(x)+\sum _{i=1}^{p}\nu _{i}h_{i}(x).} 2632: 855: 5372:
Computational combinatorial optimization: Papers from the Spring School held in Schloß Dagstuhl, May 15–19, 2000
4877:
Computational combinatorial optimization: Papers from the Spring School held in Schloß Dagstuhl, May 15–19, 2000
212: 2197: 290: 6080: 5489: 2410: 1387:
of the primal problem: The convex relaxation is the problem arising replacing a non-convex feasible set with its closed
1371:. This value is always greater than or equal to 0 (for minimization problems). The duality gap is zero if and only if 98: 5183:. Universitext (Second revised ed. of translation of 1997 French ed.). Berlin: Springer-Verlag. pp. xiv+490. 4732:. Universitext (Second revised ed. of translation of 1997 French ed.). Berlin: Springer-Verlag. pp. xiv+490. 2268: 6085: 5851: 761: 5497: 4431: 1417: 5881: 5042:
Geoffrion, Arthur M. (1971). "Duality in Nonlinear Programming: A Simplified Applications-Oriented Development".
63:
In general, the optimal values of the primal and dual problems need not be equal. Their difference is called the
31: 5871: 3372: 2340: 561: 5856: 5698: 4368:
is nonlinear in general, so the Wolfe dual problem is typically a nonconvex optimization problem. In any case,
3421: 1425: 72: 5295:. Grundlehren der Mathematischen Wissenschaften . Vol. 306. Berlin: Springer-Verlag. pp. xviii+346. 5264:. Grundlehren der Mathematischen Wissenschaften . Vol. 305. Berlin: Springer-Verlag. pp. xviii+417. 4810:. Grundlehren der Mathematischen Wissenschaften . Vol. 306. Berlin: Springer-Verlag. pp. xviii+346. 4773:. Grundlehren der Mathematischen Wissenschaften . Vol. 305. Berlin: Springer-Verlag. pp. xviii+417. 1689: 2741:{\displaystyle {\mathcal {L}}:\mathbb {R} ^{n}\times \mathbb {R} ^{m}\times \mathbb {R} ^{p}\to \mathbb {R} } 5941: 5918: 5812: 5736: 4723: 1016: 5178: 4727: 6059: 5936: 5861: 5788: 5773: 5218: 4405: 1396: 169: 126: 5004: 3918: 1277:
The duality gap is the difference between the values of any primal solutions and any dual solutions. If
5793: 4426: 2429: 2406: 1542: 1515: 1392: 956: 5374:. Lecture Notes in Computer Science (LNCS). Vol. 2241. Berlin: Springer-Verlag. pp. 112–156. 4879:. Lecture Notes in Computer Science (LNCS). Vol. 2241. Berlin: Springer-Verlag. pp. 112–156. 3961:
are continuously differentiable, the infimum occurs where the gradient is equal to zero. The problem
3425: 2319: 5798: 5664: 5367: 5288: 5174: 4872: 4803: 4719: 1444:
variables. The goal is to maximize the value of the objective function subject to the constraints. A
121: 43: 3326: 5731: 5721: 5716: 5413: 5222: 4924: 4550: 1408: 392: 106: 102: 68: 929: 5960: 5678: 5554: 5401: 5090: 5059: 4906: 4611: 4452: 2402: 1530:
solution. An optimal solution is one that is a local optimum, but possibly not a global optimum.
1503: 1488: 1421: 1413: 1334: 94: 5535:"Generalized Lagrange multiplier method for solving problems of optimum allocation of resources" 5025: 4408:(SVMs), the formulating the primal problem of SVMs as the dual problem can be used to implement 363: 261: 5609: 5293:
Convex analysis and minimization algorithms, Volume II: Advanced theory and bundle methods
4808:
Convex analysis and minimization algorithms, Volume II: Advanced theory and bundle methods
2397:). In general this may be hard, as we need to solve a different minimization problem for every 5778: 5501: 5475: 5456: 5421: 5383: 5353: 5323: 5296: 5265: 5230: 5192: 5159: 5140: 5121: 5102: 5086: 4975: 4932: 4888: 4844: 4811: 4774: 4741: 4698: 4673: 4648: 4623: 4607: 4587: 4554: 4521: 4496: 4461: 2933: 2393:
Note that, to use either the weak or the strong duality principle, we need a way to compute g(
1518:, the constraints are not necessarily linear. Nonetheless, many of the same principles apply. 4971: 4965: 5931: 5876: 5767: 5762: 5593: 5546: 5375: 5184: 5051: 4880: 4733: 4542: 4393: 4385: 1449: 1236: 5629: 5605: 5566: 5515: 5435: 5397: 5337: 5310: 5279: 5206: 4989: 4946: 4902: 4858: 4825: 4788: 4755: 4568: 4250: 3299: 1307: 1280: 1242: 1211: 5951: 5922: 5896: 5891: 5886: 5817: 5802: 5711: 5683: 5660: 5601: 5562: 5511: 5431: 5393: 5333: 5306: 5275: 5214: 5202: 4985: 4942: 4898: 4854: 4821: 4784: 4751: 4564: 3352: 2953: 2416:
Another condition in which the min-max and max-min are equal is when the Lagrangian has a
1484: 118: 4543: 3895:
where the objective function is the Lagrange dual function. Provided that the functions
2330:
principle. In this case, we can solve the primal program by finding an optimal solution
6038: 5946: 5807: 5706: 5449: 5244: 5094: 4615: 4421: 4381: 3898: 3429: 1372: 835: 620: 461: 434: 77: 6074: 6005: 5997: 5993: 5989: 5985: 5981: 5822: 5570: 5345: 5249: 4244: 1782: 754:. The latter condition is trivially, but not always conveniently, satisfied for the 1495:
value of the candidate solution is one that exceeds one or more of the constraints.
6043: 5530: 5405: 4910: 4409: 4369: 2417: 1376: 747:{\displaystyle \inf _{x\in X}{\tilde {f}}(x)=\inf _{x\ \mathrm {constrained} }f(x)} 56: 5578:
Kiwiel, Krzysztof C.; Larsson, Torbjörn; Lindberg, P. O. (August 2007).
3524:{\displaystyle d^{*}=\max _{\lambda \geq 0,\nu }g(\lambda ,\nu )=\inf f_{0}=p^{*}} 1793:) is hard to solve as it is not continuous. It is possible to "approximate" I by 1198:{\displaystyle \sup _{y^{*}\in Y^{*}}-F^{*}(0,y^{*})\leq \inf _{x\in X}F(x,0),\,} 6033: 6028: 5912: 4389: 1471:
dual constraints, each of which places a lower bound on a linear combination of
1440:
constraints, each of which places an upper bound on a linear combination of the
1388: 1272: 1076: 64: 5956: 5926: 5688: 5188: 4737: 5623: 17: 5379: 4884: 114: 5597: 5370:(2001). "Lagrangian relaxation". In Jünger, Michael; Naddef, Denis (eds.). 4875:(2001). "Lagrangian relaxation". In Jünger, Michael; Naddef, Denis (eds.). 4549:. River Edge, NJ: World Scientific Publishing Co., Inc. pp.  1459:
In the dual problem, the objective function is a linear combination of the
1432:. In the primal problem, the objective function is a linear combination of 5550: 1399:
that is the closed convex hull of the original primal objective function.
637:
that has a minimum 0 on the constraints, and for which one can prove that
5965: 3032:{\displaystyle g:\mathbb {R} ^{m}\times \mathbb {R} ^{p}\to \mathbb {R} } 1260: 458:
If there are constraint conditions, these can be built into the function
5262:
Convex analysis and minimization algorithms, Volume I: Fundamentals
4771:
Convex analysis and minimization algorithms, Volume I: Fundamentals
5746: 5063: 1801:
is a positive constant. This yields a function known as the lagrangian:
452: 428: 5558: 4412:, but the latter has higher time complexity in the historical cases. 1429: 1079:
is the difference of the right and left hand sides of the inequality
5055: 1896:{\displaystyle L(x,\lambda )=f_{0}(x)+\sum _{i}\lambda _{i}f_{i}(x)} 1456:
values that achieves the maximum value for the objective function.
5322:. Mineola, New York: Dover Publications, Inc. pp. xiii+523. 4843:. Mineola, New York: Dover Publications, Inc. pp. xiii+523. 4384:, the duality theorem for linear optimization was conjectured by 4361:{\displaystyle \nabla f(x)+\sum _{j=1}^{m}u_{j}\,\nabla g_{j}(x)} 5633: 4396:
and his group. (Dantzig's foreword to Nering and Tucker, 1993)
3539:
For a convex minimization problem with inequality constraints,
2409:. A better and more general approach to duality is provided by 1331:
is the optimal primal value, then the duality gap is equal to
5116:
Bertsekas, Dimitri; Nedic, Angelia; Ozdaglar, Asuman (2003).
4643:
Bertsekas, Dimitri; Nedic, Angelia; Ozdaglar, Asuman (2003).
5470:
Papadimitriou, Christos H.; Steiglitz, Kenneth (July 1998).
3134: 3092: 3083: 2760: 2680: 2638: 2176:{\displaystyle \max _{\lambda \geq 0}\min _{x}L(x,\lambda )} 2108:{\displaystyle \min _{x}\max _{\lambda \geq 0}L(x,\lambda )} 1479:
Relationship between the primal problem and the dual problem
1006:{\displaystyle F:X\times Y\to \mathbb {R} \cup \{+\infty \}} 5260:
Hiriart-Urruty, Jean-Baptiste; Lemaréchal, Claude (1993).
4769:
Hiriart-Urruty, Jean-Baptiste; Lemaréchal, Claude (1993).
5180:
Numerical optimization: Theoretical and practical aspects
4729:
Numerical optimization: Theoretical and practical aspects
1391:
and with replacing a non-convex function with its convex
551:{\displaystyle {\tilde {f}}=f+I_{\mathrm {constraints} }} 101:. The Lagrangian dual problem is obtained by forming the 5580:"Lagrangian relaxation via ballstep subgradient methods" 5440:
Programmation mathématique : Théorie et algorithmes
4951:
Programmation mathématique : Théorie et algorithmes
2326:
the optimal solution of the primal program; this is the
1972:{\displaystyle \max _{\lambda \geq 0}L(x,\lambda )=J(x)} 4491:
Boţ, Radu Ioan; Wanka, Gert; Grad, Sorin-Mihai (2009).
3428:
holds and the original problem is convex, then we have
5442:, Éditions Tec & Doc, Paris, 2008. xxx+711 pp. )). 2661:{\displaystyle {\mathcal {D}}\subset \mathbb {R} ^{n}} 5472:
Combinatorial Optimization: Algorithms and Complexity
5173:
Bonnans, J. Frédéric; Gilbert, J. Charles;
4953:, Éditions Tec & Doc, Paris, 2008. xxx+711 pp. ). 4718:
Bonnans, J. Frédéric; Gilbert, J. Charles;
4285: 4253: 3970: 3921: 3901: 3693: 3548: 3438: 3375: 3355: 3329: 3302: 3048: 2987: 2956: 2936: 2757: 2677: 2635: 2441: 2343: 2271: 2200: 2128: 2060: 1919: 1810: 1692: 1554: 1337: 1310: 1283: 1245: 1214: 1088: 1019: 964: 932: 919:{\displaystyle I_{\mathrm {constraints} }(x)=\infty } 858: 838: 764: 643: 623: 564: 484: 464: 437: 395: 366: 293: 264: 215: 172: 129: 455:(greatest lower bound) of the function is attained. 251:{\displaystyle f:X\to \mathbb {R} \cup \{+\infty \}} 93:
but other dual problems are used – for example, the
6052: 6019: 5974: 5905: 5831: 5755: 5697: 5671: 4967:
Mathematical programming: Structures and algorithms
2247:{\displaystyle g(\lambda ):=\min _{x}L(x,\lambda )} 1375:holds. Otherwise the gap is strictly positive and 353:{\displaystyle f({\hat {x}})=\inf _{x\in X}f(x).\,} 46:may be viewed from either of two perspectives, the 5448: 5248: 5099:Network Flows: Theory, Algorithms and Applications 4620:Network Flows: Theory, Algorithms and Applications 4360: 4271: 4232: 3953: 3907: 3884: 3673: 3523: 3409: 3361: 3341: 3315: 3281: 3031: 2962: 2942: 2919: 2740: 2660: 2618: 2381: 2302: 2246: 2175: 2107: 1971: 1895: 1770: 1664: 1502:This intuition is made formal by the equations in 1363: 1323: 1296: 1251: 1227: 1197: 1064: 1005: 947: 918: 844: 824: 746: 629: 609: 550: 470: 443: 419: 381: 352: 279: 250: 201: 158: 5350:Combinatorial Optimization: Networks and Matroids 2322:), then the optimal solution to the dual program 2303:{\displaystyle \max _{\lambda \geq 0}g(\lambda )} 2051:Therefore, the original problem is equivalent to: 3715: 3495: 3453: 3122: 3071: 2345: 2273: 2217: 2146: 2130: 2072: 2062: 1921: 1246: 1158: 1090: 685: 645: 319: 5418:Mathematical programming: Theory and algorithms 4929:Mathematical programming: Theory and algorithms 4451:Boyd, Stephen P.; Vandenberghe, Lieven (2004). 1467:constraints from the primal problem. There are 825:{\displaystyle I_{\mathrm {constraints} }(x)=0} 105:of a minimization problem by using nonnegative 2119:By reversing the order of min and max, we get: 258:, we can define the primal problem as finding 89:Usually the term "dual problem" refers to the 5645: 8: 5255:. Princeton, NJ: Princeton University Press. 1000: 991: 245: 236: 5447:Nering, Evar D.; Tucker, Albert W. (1993). 4460:. Cambridge University Press. p. 216. 5652: 5638: 5630: 4970:. New York: Wiley-Interscience . pp.  4089: 3826: 3606: 3410:{\displaystyle g(\lambda ,\nu )\leq p^{*}} 2382:{\displaystyle \min _{x}L(x,\lambda ^{*})} 2191:is the inner problem in the above formula: 610:{\displaystyle I_{\mathrm {constraints} }} 71:problems, the duality gap is zero under a 4343: 4335: 4329: 4319: 4308: 4284: 4252: 4189: 4157: 4149: 4143: 4133: 4122: 4067: 4047: 4037: 4027: 4016: 3976: 3971: 3969: 3945: 3926: 3920: 3900: 3841: 3804: 3779: 3769: 3759: 3748: 3718: 3699: 3694: 3692: 3621: 3584: 3554: 3549: 3547: 3515: 3502: 3456: 3443: 3437: 3401: 3374: 3354: 3328: 3307: 3301: 3256: 3246: 3236: 3225: 3203: 3193: 3183: 3172: 3150: 3133: 3132: 3125: 3091: 3090: 3082: 3081: 3074: 3047: 3025: 3024: 3015: 3011: 3010: 3000: 2996: 2995: 2986: 2955: 2935: 2899: 2889: 2879: 2868: 2846: 2836: 2826: 2815: 2793: 2759: 2758: 2756: 2734: 2733: 2724: 2720: 2719: 2709: 2705: 2704: 2694: 2690: 2689: 2679: 2678: 2676: 2652: 2648: 2647: 2637: 2636: 2634: 2554: 2487: 2476: 2457: 2446: 2442: 2440: 2370: 2348: 2342: 2276: 2270: 2220: 2199: 2149: 2133: 2127: 2075: 2065: 2059: 1924: 1918: 1878: 1868: 1858: 1836: 1809: 1750: 1734: 1712: 1691: 1600: 1589: 1570: 1559: 1555: 1553: 1541:. Suppose we want to solve the following 1355: 1342: 1336: 1315: 1309: 1288: 1282: 1244: 1219: 1213: 1194: 1161: 1145: 1126: 1111: 1098: 1093: 1087: 1042: 1041: 1018: 984: 983: 963: 934: 933: 931: 864: 863: 857: 837: 770: 769: 763: 695: 688: 661: 660: 648: 642: 622: 570: 569: 563: 511: 510: 486: 485: 483: 463: 436: 403: 402: 394: 368: 367: 365: 349: 322: 301: 300: 292: 266: 265: 263: 229: 228: 214: 188: 171: 145: 128: 5291:(1993). "14 Duality for Practitioners". 5177:; Sagastizábal, Claudia A. (2006). 4806:(1993). "14 Duality for Practitioners". 4545:Convex analysis in general vector spaces 2334:* to the dual program, and then solving: 1771:{\displaystyle J(x)=f_{0}(x)+\sum _{i}I} 5742:Locally convex topological vector space 5451:Linear Programming and Related Problems 5229:(1st ed.). John Wiley & Sons. 5026:"Optimization III: Convex Optimization" 4443: 1065:{\displaystyle F(x,0)={\tilde {f}}(x)} 27:Principle in mathematical optimization 5320:Optimization theory for large systems 5019: 5017: 4841:Optimization theory for large systems 4582:Borwein, Jonathan; Zhu, Qiji (2005). 4486: 4484: 1785:: I=0 if u≤0, and I=∞ otherwise. But 7: 1395:, that is the function that has the 202:{\displaystyle \left(Y,Y^{*}\right)} 159:{\displaystyle \left(X,X^{*}\right)} 5139:(2nd ed.). Athena Scientific. 4672:(2nd ed.). Athena Scientific. 3954:{\displaystyle g_{1},\ldots ,g_{m}} 5585:Mathematics of Operations Research 4584:Techniques of Variational Analysis 4336: 4286: 4150: 4100: 4093: 4090: 4086: 4083: 4080: 4077: 4074: 4071: 4068: 3830: 3827: 3823: 3820: 3817: 3814: 3811: 3808: 3805: 3610: 3607: 3603: 3600: 3597: 3594: 3591: 3588: 3585: 2978:associated with the problem. The 1463:values that are the limits in the 997: 913: 895: 892: 889: 886: 883: 880: 877: 874: 871: 868: 865: 801: 798: 795: 792: 789: 786: 783: 780: 777: 774: 771: 726: 723: 720: 717: 714: 711: 708: 705: 702: 699: 696: 601: 598: 595: 592: 589: 586: 583: 580: 577: 574: 571: 542: 539: 536: 533: 530: 527: 524: 521: 518: 515: 512: 242: 25: 5251:Linear Programming and Extensions 5118:Convex Analysis and Optimization 5005:"Lagrangian Duality for Dummies" 4645:Convex Analysis and Optimization 4279:. Also, the equality constraint 3323:of the initial problem; for any 1491:and one or more constraints. An 5847:Ekeland's variational principle 5438:. (2008 Second ed., in French: 5287:Hiriart-Urruty, Jean-Baptiste; 5024:Nemirovsky and Ben-Tal (2023). 4949:. (2008 Second ed., in French: 4802:Hiriart-Urruty, Jean-Baptiste; 4204: 3856: 3684:the Lagrangian dual problem is 3645: 2668:having non-empty interior, the 2262:is the program of maximizing g: 2013:=0, and its value is then f(x); 1990:If x satisfies all constraints 852:satisfying the constraints and 75:condition. This fact is called 5474:(Unabridged ed.). Dover. 5455:. Boston, MA: Academic Press. 5318:Lasdon, Leon S. (2002) . 5154:Bertsekas, Dimitri P. (2009). 5135:Bertsekas, Dimitri P. (1999). 4839:Lasdon, Leon S. (2002) . 4693:Bertsekas, Dimitri P. (2009). 4668:Bertsekas, Dimitri P. (1999). 4541:Zălinescu, Constantin (2002). 4493:Duality in Vector Optimization 4355: 4349: 4298: 4292: 4266: 4254: 4169: 4163: 4112: 4106: 4059: 4053: 4006: 4000: 3791: 3785: 3738: 3732: 3633: 3627: 3576: 3570: 3489: 3477: 3391: 3379: 3342:{\displaystyle \lambda \geq 0} 3268: 3262: 3215: 3209: 3162: 3156: 3115: 3097: 3064: 3052: 3021: 2911: 2905: 2858: 2852: 2805: 2799: 2783: 2765: 2730: 2566: 2560: 2499: 2493: 2469: 2463: 2376: 2357: 2297: 2291: 2241: 2229: 2210: 2204: 2170: 2158: 2102: 2090: 1966: 1960: 1951: 1939: 1890: 1884: 1848: 1842: 1826: 1814: 1765: 1762: 1756: 1743: 1724: 1718: 1702: 1696: 1612: 1606: 1582: 1576: 1304:is the optimal dual value and 1188: 1176: 1151: 1132: 1059: 1053: 1047: 1035: 1023: 980: 939: 907: 901: 813: 807: 741: 735: 678: 672: 666: 491: 414: 408: 399: 373: 343: 337: 312: 306: 297: 271: 225: 1: 5624:Duality in Linear Programming 4724:Sagastizábal, Claudia A. 4516:Csetnek, Ernö Robert (2010). 2424:The strong Lagrange principle 1524:Karush–Kuhn–Tucker conditions 420:{\displaystyle f({\hat {x}})} 4520:. Logos Verlag Berlin GmbH. 948:{\displaystyle {\tilde {f}}} 5867:Hermite–Hadamard inequality 5352:. Dover. pp. 117–120. 4964:Shapiro, Jeremy F. (1979). 2976:Lagrange multiplier vectors 2009:) is maximized when taking 1504:Linear programming: Duality 1364:{\displaystyle p^{*}-d^{*}} 6102: 5498:Princeton University Press 5227:Combinatorial Optimization 5217:; Cunningham, William H.; 5156:Convex Optimization Theory 4695:Convex Optimization Theory 4432:Relaxation (approximation) 2020:violates some constraint, 1406: 1270: 617:is a suitable function on 382:{\displaystyle {\hat {x}}} 280:{\displaystyle {\hat {x}}} 5189:10.1007/978-3-540-35447-5 4738:10.1007/978-3-540-35447-5 2432:problem in standard form 2411:Fenchel's duality theorem 32:mathematical optimization 6053:Applications and related 5857:Fenchel-Young inequality 3422:constraint qualification 2943:{\displaystyle \lambda } 926:otherwise). Then extend 73:constraint qualification 5813:Legendre transformation 5737:Legendre transformation 5380:10.1007/3-540-45586-8_4 5219:Pulleyblank, William R. 4885:10.1007/3-540-45586-8_4 4406:support vector machines 2260:Lagrangian dual program 1781:where I is an infinite 756:characteristic function 91:Lagrangian dual problem 6060:Convexity in economics 5994:(lower) ideally convex 5852:Fenchel–Moreau theorem 5842:Carathéodory's theorem 5598:10.1287/moor.1070.0261 5494:Nonlinear Optimization 5003:David Knowles (2010). 4362: 4324: 4273: 4234: 4138: 4032: 3955: 3909: 3886: 3764: 3675: 3525: 3411: 3363: 3343: 3317: 3283: 3241: 3188: 3033: 2980:Lagrange dual function 2964: 2944: 2921: 2884: 2831: 2742: 2662: 2620: 2391: 2383: 2312: 2304: 2256: 2248: 2185: 2177: 2117: 2109: 1981: 1973: 1904: 1897: 1779: 1772: 1673: 1666: 1420:problems in which the 1365: 1325: 1298: 1253: 1239:in both variables and 1229: 1199: 1066: 1007: 949: 920: 846: 826: 748: 631: 611: 552: 472: 445: 421: 383: 354: 281: 252: 203: 160: 42:is the principle that 5982:Convex series related 5882:Shapley–Folkman lemma 5551:10.1287/opre.11.3.399 5225:(November 12, 1997). 5158:. Athena Scientific. 5137:Nonlinear Programming 5120:. Athena Scientific. 4697:. Athena Scientific. 4670:Nonlinear Programming 4647:. Athena Scientific. 4363: 4304: 4274: 4272:{\displaystyle (u,x)} 4235: 4118: 4012: 3956: 3910: 3887: 3744: 3676: 3526: 3412: 3364: 3344: 3318: 3316:{\displaystyle p^{*}} 3284: 3221: 3168: 3034: 2965: 2945: 2922: 2864: 2811: 2743: 2663: 2621: 2430:nonlinear programming 2407:quadratic programming 2384: 2336: 2305: 2264: 2249: 2193: 2178: 2121: 2110: 2053: 1974: 1912: 1906:Note that, for every 1898: 1803: 1773: 1685: 1667: 1547: 1543:nonlinear programming 1516:nonlinear programming 1436:variables. There are 1366: 1326: 1324:{\displaystyle p^{*}} 1299: 1297:{\displaystyle d^{*}} 1263:(least upper bound). 1254: 1252:{\displaystyle \sup } 1230: 1228:{\displaystyle F^{*}} 1200: 1067: 1008: 957:perturbation function 950: 921: 847: 827: 749: 632: 612: 553: 473: 446: 422: 384: 355: 282: 253: 204: 161: 122:locally convex spaces 113:In general given two 44:optimization problems 5872:Krein–Milman theorem 5665:variational analysis 5500:. pp. xii+454. 5490:Ruszczyński, Andrzej 5223:Schrijver, Alexander 4283: 4251: 3968: 3919: 3899: 3691: 3546: 3436: 3373: 3362:{\displaystyle \nu } 3353: 3327: 3300: 3046: 2985: 2963:{\displaystyle \nu } 2954: 2934: 2755: 2675: 2633: 2439: 2341: 2269: 2198: 2126: 2058: 1917: 1808: 1690: 1552: 1335: 1308: 1281: 1243: 1212: 1086: 1017: 962: 930: 856: 836: 762: 641: 621: 562: 482: 462: 435: 393: 364: 291: 262: 213: 170: 127: 107:Lagrange multipliers 99:Fenchel dual problem 6081:Convex optimization 5862:Jensen's inequality 5732:Lagrange multiplier 5722:Convex optimization 5717:Convex metric space 5539:Operations Research 5091:Magnanti, Thomas L. 4612:Magnanti, Thomas L. 4454:Convex Optimization 2670:Lagrangian function 1409:Dual linear program 360:In other words, if 69:convex optimization 6086:Linear programming 5990:(cs, bcs)-complete 5961:Algebraic interior 5679:Convex combination 5368:Lemaréchal, Claude 5289:Lemaréchal, Claude 5245:Dantzig, George B. 5175:Lemaréchal, Claude 5087:Ahuja, Ravindra K. 4873:Lemaréchal, Claude 4804:Lemaréchal, Claude 4720:Lemaréchal, Claude 4608:Ahuja, Ravindra K. 4358: 4269: 4245:Wolfe dual problem 4230: 4228: 3992: 3951: 3905: 3882: 3880: 3723: 3707: 3671: 3669: 3562: 3521: 3473: 3426:Slater's condition 3407: 3359: 3339: 3313: 3292:The dual function 3279: 3140: 3089: 3029: 2960: 2940: 2917: 2738: 2658: 2616: 2614: 2403:linear programming 2379: 2353: 2320:Slater's condition 2300: 2287: 2244: 2225: 2173: 2154: 2144: 2105: 2086: 2070: 1969: 1935: 1893: 1863: 1768: 1739: 1662: 1660: 1489:candidate solution 1422:objective function 1414:Linear programming 1361: 1321: 1294: 1249: 1225: 1195: 1172: 1118: 1062: 1003: 945: 916: 842: 822: 744: 731: 659: 627: 607: 548: 468: 441: 417: 379: 350: 333: 277: 248: 199: 156: 95:Wolfe dual problem 6068: 6067: 5531:Everett, Hugh III 5507:978-0-691-11915-1 5496:. Princeton, NJ: 5462:978-0-12-515440-6 5329:978-0-486-41999-2 5165:978-1-886529-31-1 5101:. Prentice Hall. 4850:978-0-486-41999-2 4704:978-1-886529-31-1 4622:. Prentice Hall. 4593:978-1-4419-2026-3 4527:978-3-8325-2503-3 4502:978-3-642-02885-4 4467:978-0-521-83378-3 3977: 3908:{\displaystyle f} 3714: 3700: 3555: 3452: 3121: 3070: 2580: 2513: 2479: 2449: 2344: 2272: 2216: 2145: 2129: 2071: 2061: 1920: 1854: 1730: 1626: 1592: 1562: 1534:Lagrange duality 1385:convex relaxation 1157: 1089: 1050: 942: 845:{\displaystyle x} 694: 684: 669: 644: 630:{\displaystyle X} 494: 471:{\displaystyle f} 444:{\displaystyle f} 411: 376: 318: 309: 274: 209:and the function 40:duality principle 16:(Redirected from 6093: 5986:(cs, lcs)-closed 5932:Effective domain 5887:Robinson–Ursescu 5763:Convex conjugate 5654: 5647: 5640: 5631: 5620: 5618: 5617: 5608:. Archived from 5574: 5569:. Archived from 5519: 5485: 5466: 5454: 5443: 5409: 5363: 5341: 5314: 5283: 5256: 5254: 5240: 5215:Cook, William J. 5210: 5169: 5150: 5131: 5112: 5068: 5067: 5039: 5033: 5032: 5030: 5021: 5012: 5011: 5009: 5000: 4994: 4993: 4961: 4955: 4954: 4921: 4915: 4914: 4869: 4863: 4862: 4836: 4830: 4829: 4799: 4793: 4792: 4766: 4760: 4759: 4715: 4709: 4708: 4690: 4684: 4683: 4665: 4659: 4658: 4640: 4634: 4633: 4604: 4598: 4597: 4579: 4573: 4572: 4548: 4538: 4532: 4531: 4513: 4507: 4506: 4488: 4479: 4478: 4476: 4474: 4459: 4448: 4394:Albert W. Tucker 4386:John von Neumann 4367: 4365: 4364: 4359: 4348: 4347: 4334: 4333: 4323: 4318: 4278: 4276: 4275: 4270: 4239: 4237: 4236: 4231: 4229: 4194: 4193: 4183: 4182: 4181: 4162: 4161: 4148: 4147: 4137: 4132: 4098: 4096: 4065: 4052: 4051: 4042: 4041: 4031: 4026: 3995: 3993: 3991: 3974: 3960: 3958: 3957: 3952: 3950: 3949: 3931: 3930: 3914: 3912: 3911: 3906: 3891: 3889: 3888: 3883: 3881: 3846: 3845: 3835: 3833: 3802: 3798: 3794: 3784: 3783: 3774: 3773: 3763: 3758: 3722: 3710: 3708: 3697: 3680: 3678: 3677: 3672: 3670: 3626: 3625: 3615: 3613: 3582: 3565: 3563: 3552: 3530: 3528: 3527: 3522: 3520: 3519: 3507: 3506: 3472: 3448: 3447: 3416: 3414: 3413: 3408: 3406: 3405: 3368: 3366: 3365: 3360: 3348: 3346: 3345: 3340: 3322: 3320: 3319: 3314: 3312: 3311: 3288: 3286: 3285: 3280: 3275: 3271: 3261: 3260: 3251: 3250: 3240: 3235: 3208: 3207: 3198: 3197: 3187: 3182: 3155: 3154: 3139: 3138: 3137: 3096: 3095: 3088: 3087: 3086: 3038: 3036: 3035: 3030: 3028: 3020: 3019: 3014: 3005: 3004: 2999: 2969: 2967: 2966: 2961: 2949: 2947: 2946: 2941: 2926: 2924: 2923: 2918: 2904: 2903: 2894: 2893: 2883: 2878: 2851: 2850: 2841: 2840: 2830: 2825: 2798: 2797: 2764: 2763: 2747: 2745: 2744: 2739: 2737: 2729: 2728: 2723: 2714: 2713: 2708: 2699: 2698: 2693: 2684: 2683: 2667: 2665: 2664: 2659: 2657: 2656: 2651: 2642: 2641: 2629:with the domain 2625: 2623: 2622: 2617: 2615: 2611: 2607: 2578: 2559: 2558: 2548: 2544: 2540: 2511: 2492: 2491: 2480: 2478:subject to  2477: 2462: 2461: 2450: 2447: 2388: 2386: 2385: 2380: 2375: 2374: 2352: 2309: 2307: 2306: 2301: 2286: 2253: 2251: 2250: 2245: 2224: 2182: 2180: 2179: 2174: 2153: 2143: 2114: 2112: 2111: 2106: 2085: 2069: 2031:)>0 for some 1978: 1976: 1975: 1970: 1934: 1902: 1900: 1899: 1894: 1883: 1882: 1873: 1872: 1862: 1841: 1840: 1777: 1775: 1774: 1769: 1755: 1754: 1738: 1717: 1716: 1671: 1669: 1668: 1663: 1661: 1657: 1653: 1624: 1605: 1604: 1593: 1591:subject to  1590: 1575: 1574: 1563: 1560: 1475:dual variables. 1370: 1368: 1367: 1362: 1360: 1359: 1347: 1346: 1330: 1328: 1327: 1322: 1320: 1319: 1303: 1301: 1300: 1295: 1293: 1292: 1258: 1256: 1255: 1250: 1237:convex conjugate 1234: 1232: 1231: 1226: 1224: 1223: 1204: 1202: 1201: 1196: 1171: 1150: 1149: 1131: 1130: 1117: 1116: 1115: 1103: 1102: 1071: 1069: 1068: 1063: 1052: 1051: 1043: 1012: 1010: 1009: 1004: 987: 954: 952: 951: 946: 944: 943: 935: 925: 923: 922: 917: 900: 899: 898: 851: 849: 848: 843: 831: 829: 828: 823: 806: 805: 804: 753: 751: 750: 745: 730: 729: 692: 671: 670: 662: 658: 636: 634: 633: 628: 616: 614: 613: 608: 606: 605: 604: 557: 555: 554: 549: 547: 546: 545: 496: 495: 487: 477: 475: 474: 469: 450: 448: 447: 442: 431:of the function 426: 424: 423: 418: 413: 412: 404: 388: 386: 385: 380: 378: 377: 369: 359: 357: 356: 351: 332: 311: 310: 302: 286: 284: 283: 278: 276: 275: 267: 257: 255: 254: 249: 232: 208: 206: 205: 200: 198: 194: 193: 192: 165: 163: 162: 157: 155: 151: 150: 149: 21: 6101: 6100: 6096: 6095: 6094: 6092: 6091: 6090: 6071: 6070: 6069: 6064: 6048: 6015: 5970: 5901: 5827: 5818:Semi-continuity 5803:Convex function 5784:Logarithmically 5751: 5712:Convex geometry 5693: 5684:Convex function 5667: 5661:Convex analysis 5658: 5615: 5613: 5577: 5529: 5526: 5508: 5488: 5482: 5469: 5463: 5446: 5428: 5412: 5390: 5366: 5360: 5344: 5330: 5317: 5303: 5286: 5272: 5259: 5243: 5237: 5213: 5199: 5172: 5166: 5153: 5147: 5134: 5128: 5115: 5109: 5095:Orlin, James B. 5085: 5082: 5077: 5072: 5071: 5056:10.1137/1013001 5041: 5040: 5036: 5028: 5023: 5022: 5015: 5007: 5002: 5001: 4997: 4982: 4963: 4962: 4958: 4939: 4923: 4922: 4918: 4895: 4871: 4870: 4866: 4851: 4838: 4837: 4833: 4818: 4801: 4800: 4796: 4781: 4768: 4767: 4763: 4748: 4717: 4716: 4712: 4705: 4692: 4691: 4687: 4680: 4667: 4666: 4662: 4655: 4642: 4641: 4637: 4630: 4616:Orlin, James B. 4606: 4605: 4601: 4594: 4581: 4580: 4576: 4561: 4540: 4539: 4535: 4528: 4515: 4514: 4510: 4503: 4490: 4489: 4482: 4472: 4470: 4468: 4457: 4450: 4449: 4445: 4440: 4418: 4402: 4378: 4339: 4325: 4281: 4280: 4249: 4248: 4227: 4226: 4185: 4179: 4178: 4153: 4139: 4097: 4063: 4062: 4043: 4033: 3994: 3981: 3966: 3965: 3941: 3922: 3917: 3916: 3897: 3896: 3879: 3878: 3837: 3834: 3800: 3799: 3775: 3765: 3728: 3724: 3709: 3689: 3688: 3668: 3667: 3617: 3614: 3580: 3579: 3564: 3544: 3543: 3537: 3535:Convex problems 3511: 3498: 3439: 3434: 3433: 3397: 3371: 3370: 3351: 3350: 3325: 3324: 3303: 3298: 3297: 3252: 3242: 3199: 3189: 3146: 3145: 3141: 3044: 3043: 3009: 2994: 2983: 2982: 2970:are called the 2952: 2951: 2932: 2931: 2895: 2885: 2842: 2832: 2789: 2753: 2752: 2718: 2703: 2688: 2673: 2672: 2646: 2631: 2630: 2613: 2612: 2591: 2587: 2550: 2546: 2545: 2524: 2520: 2483: 2481: 2473: 2472: 2453: 2451: 2437: 2436: 2426: 2366: 2339: 2338: 2267: 2266: 2196: 2195: 2124: 2123: 2056: 2055: 2044: 2025: 1995: 1915: 1914: 1874: 1864: 1832: 1806: 1805: 1746: 1708: 1688: 1687: 1659: 1658: 1637: 1633: 1596: 1594: 1586: 1585: 1566: 1564: 1550: 1549: 1536: 1512: 1481: 1411: 1405: 1351: 1338: 1333: 1332: 1311: 1306: 1305: 1284: 1279: 1278: 1275: 1269: 1241: 1240: 1215: 1210: 1209: 1141: 1122: 1107: 1094: 1084: 1083: 1015: 1014: 960: 959: 928: 927: 859: 854: 853: 834: 833: 765: 760: 759: 639: 638: 619: 618: 565: 560: 559: 506: 480: 479: 460: 459: 433: 432: 391: 390: 362: 361: 289: 288: 260: 259: 211: 210: 184: 177: 173: 168: 167: 141: 134: 130: 125: 124: 87: 28: 23: 22: 15: 12: 11: 5: 6099: 6097: 6089: 6088: 6083: 6073: 6072: 6066: 6065: 6063: 6062: 6056: 6054: 6050: 6049: 6047: 6046: 6041: 6039:Strong duality 6036: 6031: 6025: 6023: 6017: 6016: 6014: 6013: 5978: 5976: 5972: 5971: 5969: 5968: 5963: 5954: 5949: 5947:John ellipsoid 5944: 5939: 5934: 5929: 5915: 5909: 5907: 5903: 5902: 5900: 5899: 5894: 5889: 5884: 5879: 5874: 5869: 5864: 5859: 5854: 5849: 5844: 5838: 5836: 5834:results (list) 5829: 5828: 5826: 5825: 5820: 5815: 5810: 5808:Invex function 5805: 5796: 5791: 5786: 5781: 5776: 5770: 5765: 5759: 5757: 5753: 5752: 5750: 5749: 5744: 5739: 5734: 5729: 5724: 5719: 5714: 5709: 5707:Choquet theory 5703: 5701: 5695: 5694: 5692: 5691: 5686: 5681: 5675: 5673: 5672:Basic concepts 5669: 5668: 5659: 5657: 5656: 5649: 5642: 5634: 5628: 5627: 5621: 5592:(3): 669–686. 5575: 5573:on 2011-07-24. 5545:(3): 399–417. 5525: 5522: 5521: 5520: 5506: 5486: 5480: 5467: 5461: 5444: 5426: 5414:Minoux, Michel 5410: 5388: 5364: 5358: 5346:Lawler, Eugene 5342: 5328: 5315: 5301: 5284: 5270: 5257: 5241: 5235: 5211: 5197: 5170: 5164: 5151: 5145: 5132: 5126: 5113: 5107: 5081: 5078: 5076: 5073: 5070: 5069: 5034: 5013: 4995: 4980: 4956: 4937: 4925:Minoux, Michel 4916: 4893: 4864: 4849: 4831: 4816: 4794: 4779: 4761: 4746: 4710: 4703: 4685: 4678: 4660: 4653: 4635: 4628: 4599: 4592: 4574: 4559: 4533: 4526: 4508: 4501: 4480: 4466: 4442: 4441: 4439: 4436: 4435: 4434: 4429: 4424: 4422:Convex duality 4417: 4414: 4401: 4398: 4382:George Dantzig 4377: 4374: 4357: 4354: 4351: 4346: 4342: 4338: 4332: 4328: 4322: 4317: 4314: 4311: 4307: 4303: 4300: 4297: 4294: 4291: 4288: 4268: 4265: 4262: 4259: 4256: 4243:is called the 4241: 4240: 4225: 4222: 4219: 4216: 4213: 4210: 4207: 4203: 4200: 4197: 4192: 4188: 4184: 4180: 4177: 4174: 4171: 4168: 4165: 4160: 4156: 4152: 4146: 4142: 4136: 4131: 4128: 4125: 4121: 4117: 4114: 4111: 4108: 4105: 4102: 4099: 4095: 4092: 4088: 4085: 4082: 4079: 4076: 4073: 4070: 4066: 4064: 4061: 4058: 4055: 4050: 4046: 4040: 4036: 4030: 4025: 4022: 4019: 4015: 4011: 4008: 4005: 4002: 3999: 3996: 3990: 3987: 3984: 3980: 3975: 3973: 3948: 3944: 3940: 3937: 3934: 3929: 3925: 3904: 3893: 3892: 3877: 3874: 3871: 3868: 3865: 3862: 3859: 3855: 3852: 3849: 3844: 3840: 3836: 3832: 3829: 3825: 3822: 3819: 3816: 3813: 3810: 3807: 3803: 3801: 3797: 3793: 3790: 3787: 3782: 3778: 3772: 3768: 3762: 3757: 3754: 3751: 3747: 3743: 3740: 3737: 3734: 3731: 3727: 3721: 3717: 3713: 3711: 3706: 3703: 3698: 3696: 3682: 3681: 3666: 3663: 3660: 3657: 3654: 3651: 3648: 3644: 3641: 3638: 3635: 3632: 3629: 3624: 3620: 3616: 3612: 3609: 3605: 3602: 3599: 3596: 3593: 3590: 3587: 3583: 3581: 3578: 3575: 3572: 3569: 3566: 3561: 3558: 3553: 3551: 3536: 3533: 3518: 3514: 3510: 3505: 3501: 3497: 3494: 3491: 3488: 3485: 3482: 3479: 3476: 3471: 3468: 3465: 3462: 3459: 3455: 3451: 3446: 3442: 3430:strong duality 3404: 3400: 3396: 3393: 3390: 3387: 3384: 3381: 3378: 3358: 3338: 3335: 3332: 3310: 3306: 3290: 3289: 3278: 3274: 3270: 3267: 3264: 3259: 3255: 3249: 3245: 3239: 3234: 3231: 3228: 3224: 3220: 3217: 3214: 3211: 3206: 3202: 3196: 3192: 3186: 3181: 3178: 3175: 3171: 3167: 3164: 3161: 3158: 3153: 3149: 3144: 3136: 3131: 3128: 3124: 3120: 3117: 3114: 3111: 3108: 3105: 3102: 3099: 3094: 3085: 3080: 3077: 3073: 3069: 3066: 3063: 3060: 3057: 3054: 3051: 3039:is defined as 3027: 3023: 3018: 3013: 3008: 3003: 2998: 2993: 2990: 2972:dual variables 2959: 2939: 2928: 2927: 2916: 2913: 2910: 2907: 2902: 2898: 2892: 2888: 2882: 2877: 2874: 2871: 2867: 2863: 2860: 2857: 2854: 2849: 2845: 2839: 2835: 2829: 2824: 2821: 2818: 2814: 2810: 2807: 2804: 2801: 2796: 2792: 2788: 2785: 2782: 2779: 2776: 2773: 2770: 2767: 2762: 2748:is defined as 2736: 2732: 2727: 2722: 2717: 2712: 2707: 2702: 2697: 2692: 2687: 2682: 2655: 2650: 2645: 2640: 2627: 2626: 2610: 2606: 2603: 2600: 2597: 2594: 2590: 2586: 2583: 2577: 2574: 2571: 2568: 2565: 2562: 2557: 2553: 2549: 2547: 2543: 2539: 2536: 2533: 2530: 2527: 2523: 2519: 2516: 2510: 2507: 2504: 2501: 2498: 2495: 2490: 2486: 2482: 2475: 2474: 2471: 2468: 2465: 2460: 2456: 2452: 2448:minimize  2445: 2444: 2425: 2422: 2378: 2373: 2369: 2365: 2362: 2359: 2356: 2351: 2347: 2328:strong duality 2299: 2296: 2293: 2290: 2285: 2282: 2279: 2275: 2243: 2240: 2237: 2234: 2231: 2228: 2223: 2219: 2215: 2212: 2209: 2206: 2203: 2172: 2169: 2166: 2163: 2160: 2157: 2152: 2148: 2142: 2139: 2136: 2132: 2104: 2101: 2098: 2095: 2092: 2089: 2084: 2081: 2078: 2074: 2068: 2064: 2049: 2048: 2042: 2023: 2014: 1993: 1968: 1965: 1962: 1959: 1956: 1953: 1950: 1947: 1944: 1941: 1938: 1933: 1930: 1927: 1923: 1892: 1889: 1886: 1881: 1877: 1871: 1867: 1861: 1857: 1853: 1850: 1847: 1844: 1839: 1835: 1831: 1828: 1825: 1822: 1819: 1816: 1813: 1767: 1764: 1761: 1758: 1753: 1749: 1745: 1742: 1737: 1733: 1729: 1726: 1723: 1720: 1715: 1711: 1707: 1704: 1701: 1698: 1695: 1656: 1652: 1649: 1646: 1643: 1640: 1636: 1632: 1629: 1623: 1620: 1617: 1614: 1611: 1608: 1603: 1599: 1595: 1588: 1587: 1584: 1581: 1578: 1573: 1569: 1565: 1561:minimize  1558: 1557: 1535: 1532: 1511: 1510:Nonlinear case 1508: 1480: 1477: 1407:Main article: 1404: 1401: 1373:strong duality 1358: 1354: 1350: 1345: 1341: 1318: 1314: 1291: 1287: 1271:Main article: 1268: 1265: 1248: 1222: 1218: 1206: 1205: 1193: 1190: 1187: 1184: 1181: 1178: 1175: 1170: 1167: 1164: 1160: 1156: 1153: 1148: 1144: 1140: 1137: 1134: 1129: 1125: 1121: 1114: 1110: 1106: 1101: 1097: 1092: 1061: 1058: 1055: 1049: 1046: 1040: 1037: 1034: 1031: 1028: 1025: 1022: 1002: 999: 996: 993: 990: 986: 982: 979: 976: 973: 970: 967: 941: 938: 915: 912: 909: 906: 903: 897: 894: 891: 888: 885: 882: 879: 876: 873: 870: 867: 862: 841: 821: 818: 815: 812: 809: 803: 800: 797: 794: 791: 788: 785: 782: 779: 776: 773: 768: 743: 740: 737: 734: 728: 725: 722: 719: 716: 713: 710: 707: 704: 701: 698: 691: 687: 683: 680: 677: 674: 668: 665: 657: 654: 651: 647: 626: 603: 600: 597: 594: 591: 588: 585: 582: 579: 576: 573: 568: 544: 541: 538: 535: 532: 529: 526: 523: 520: 517: 514: 509: 505: 502: 499: 493: 490: 467: 440: 416: 410: 407: 401: 398: 375: 372: 348: 345: 342: 339: 336: 331: 328: 325: 321: 317: 314: 308: 305: 299: 296: 273: 270: 247: 244: 241: 238: 235: 231: 227: 224: 221: 218: 197: 191: 187: 183: 180: 176: 154: 148: 144: 140: 137: 133: 86: 83: 78:strong duality 48:primal problem 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 6098: 6087: 6084: 6082: 6079: 6078: 6076: 6061: 6058: 6057: 6055: 6051: 6045: 6042: 6040: 6037: 6035: 6032: 6030: 6027: 6026: 6024: 6022: 6018: 6011: 6009: 6003: 6001: 5995: 5991: 5987: 5983: 5980: 5979: 5977: 5973: 5967: 5964: 5962: 5958: 5955: 5953: 5950: 5948: 5945: 5943: 5940: 5938: 5935: 5933: 5930: 5928: 5924: 5920: 5916: 5914: 5911: 5910: 5908: 5904: 5898: 5895: 5893: 5890: 5888: 5885: 5883: 5880: 5878: 5877:Mazur's lemma 5875: 5873: 5870: 5868: 5865: 5863: 5860: 5858: 5855: 5853: 5850: 5848: 5845: 5843: 5840: 5839: 5837: 5835: 5830: 5824: 5823:Subderivative 5821: 5819: 5816: 5814: 5811: 5809: 5806: 5804: 5800: 5797: 5795: 5792: 5790: 5787: 5785: 5782: 5780: 5777: 5775: 5771: 5769: 5766: 5764: 5761: 5760: 5758: 5754: 5748: 5745: 5743: 5740: 5738: 5735: 5733: 5730: 5728: 5725: 5723: 5720: 5718: 5715: 5713: 5710: 5708: 5705: 5704: 5702: 5700: 5699:Topics (list) 5696: 5690: 5687: 5685: 5682: 5680: 5677: 5676: 5674: 5670: 5666: 5662: 5655: 5650: 5648: 5643: 5641: 5636: 5635: 5632: 5626:Gary D. Knott 5625: 5622: 5612:on 2011-07-26 5611: 5607: 5603: 5599: 5595: 5591: 5587: 5586: 5581: 5576: 5572: 5568: 5564: 5560: 5556: 5552: 5548: 5544: 5540: 5536: 5532: 5528: 5527: 5523: 5517: 5513: 5509: 5503: 5499: 5495: 5491: 5487: 5483: 5481:0-486-40258-4 5477: 5473: 5468: 5464: 5458: 5453: 5452: 5445: 5441: 5437: 5433: 5429: 5427:0-471-90170-9 5423: 5419: 5415: 5411: 5407: 5403: 5399: 5395: 5391: 5389:3-540-42877-1 5385: 5381: 5377: 5373: 5369: 5365: 5361: 5359:0-486-41453-1 5355: 5351: 5347: 5343: 5339: 5335: 5331: 5325: 5321: 5316: 5312: 5308: 5304: 5302:3-540-56852-2 5298: 5294: 5290: 5285: 5281: 5277: 5273: 5271:3-540-56850-6 5267: 5263: 5258: 5253: 5252: 5246: 5242: 5238: 5236:0-471-55894-X 5232: 5228: 5224: 5220: 5216: 5212: 5208: 5204: 5200: 5198:3-540-35445-X 5194: 5190: 5186: 5182: 5181: 5176: 5171: 5167: 5161: 5157: 5152: 5148: 5146:1-886529-00-0 5142: 5138: 5133: 5129: 5127:1-886529-45-0 5123: 5119: 5114: 5110: 5108:0-13-617549-X 5104: 5100: 5096: 5092: 5088: 5084: 5083: 5079: 5074: 5065: 5061: 5057: 5053: 5049: 5045: 5038: 5035: 5027: 5020: 5018: 5014: 5006: 4999: 4996: 4991: 4987: 4983: 4981:0-471-77886-9 4977: 4973: 4969: 4968: 4960: 4957: 4952: 4948: 4944: 4940: 4938:0-471-90170-9 4934: 4930: 4926: 4920: 4917: 4912: 4908: 4904: 4900: 4896: 4894:3-540-42877-1 4890: 4886: 4882: 4878: 4874: 4868: 4865: 4860: 4856: 4852: 4846: 4842: 4835: 4832: 4827: 4823: 4819: 4817:3-540-56852-2 4813: 4809: 4805: 4798: 4795: 4790: 4786: 4782: 4780:3-540-56850-6 4776: 4772: 4765: 4762: 4757: 4753: 4749: 4747:3-540-35445-X 4743: 4739: 4735: 4731: 4730: 4725: 4721: 4714: 4711: 4706: 4700: 4696: 4689: 4686: 4681: 4679:1-886529-00-0 4675: 4671: 4664: 4661: 4656: 4654:1-886529-45-0 4650: 4646: 4639: 4636: 4631: 4629:0-13-617549-X 4625: 4621: 4617: 4613: 4609: 4603: 4600: 4595: 4589: 4585: 4578: 4575: 4570: 4566: 4562: 4560:981-238-067-1 4556: 4552: 4547: 4546: 4537: 4534: 4529: 4523: 4519: 4512: 4509: 4504: 4498: 4494: 4487: 4485: 4481: 4469: 4463: 4456: 4455: 4447: 4444: 4437: 4433: 4430: 4428: 4425: 4423: 4420: 4419: 4415: 4413: 4411: 4407: 4399: 4397: 4395: 4391: 4387: 4383: 4380:According to 4375: 4373: 4371: 4352: 4344: 4340: 4330: 4326: 4320: 4315: 4312: 4309: 4305: 4301: 4295: 4289: 4263: 4260: 4257: 4246: 4223: 4220: 4217: 4214: 4211: 4208: 4205: 4201: 4198: 4195: 4190: 4186: 4175: 4172: 4166: 4158: 4154: 4144: 4140: 4134: 4129: 4126: 4123: 4119: 4115: 4109: 4103: 4056: 4048: 4044: 4038: 4034: 4028: 4023: 4020: 4017: 4013: 4009: 4003: 3997: 3988: 3985: 3982: 3978: 3964: 3963: 3962: 3946: 3942: 3938: 3935: 3932: 3927: 3923: 3902: 3875: 3872: 3869: 3866: 3863: 3860: 3857: 3853: 3850: 3847: 3842: 3838: 3795: 3788: 3780: 3776: 3770: 3766: 3760: 3755: 3752: 3749: 3745: 3741: 3735: 3729: 3725: 3719: 3712: 3704: 3701: 3687: 3686: 3685: 3664: 3661: 3658: 3655: 3652: 3649: 3646: 3642: 3639: 3636: 3630: 3622: 3618: 3573: 3567: 3559: 3556: 3542: 3541: 3540: 3534: 3532: 3516: 3512: 3508: 3503: 3499: 3492: 3486: 3483: 3480: 3474: 3469: 3466: 3463: 3460: 3457: 3449: 3444: 3440: 3431: 3427: 3423: 3418: 3402: 3398: 3394: 3388: 3385: 3382: 3376: 3356: 3336: 3333: 3330: 3308: 3304: 3295: 3276: 3272: 3265: 3257: 3253: 3247: 3243: 3237: 3232: 3229: 3226: 3222: 3218: 3212: 3204: 3200: 3194: 3190: 3184: 3179: 3176: 3173: 3169: 3165: 3159: 3151: 3147: 3142: 3129: 3126: 3118: 3112: 3109: 3106: 3103: 3100: 3078: 3075: 3067: 3061: 3058: 3055: 3049: 3042: 3041: 3040: 3016: 3006: 3001: 2991: 2988: 2981: 2977: 2973: 2957: 2937: 2914: 2908: 2900: 2896: 2890: 2886: 2880: 2875: 2872: 2869: 2865: 2861: 2855: 2847: 2843: 2837: 2833: 2827: 2822: 2819: 2816: 2812: 2808: 2802: 2794: 2790: 2786: 2780: 2777: 2774: 2771: 2768: 2751: 2750: 2749: 2725: 2715: 2710: 2700: 2695: 2685: 2671: 2653: 2643: 2608: 2604: 2601: 2598: 2595: 2592: 2588: 2584: 2581: 2575: 2572: 2569: 2563: 2555: 2551: 2541: 2537: 2534: 2531: 2528: 2525: 2521: 2517: 2514: 2508: 2505: 2502: 2496: 2488: 2484: 2466: 2458: 2454: 2435: 2434: 2433: 2431: 2423: 2421: 2419: 2414: 2412: 2408: 2404: 2400: 2396: 2390: 2371: 2367: 2363: 2360: 2354: 2349: 2335: 2333: 2329: 2325: 2321: 2317: 2311: 2294: 2288: 2283: 2280: 2277: 2263: 2261: 2255: 2238: 2235: 2232: 2226: 2221: 2213: 2207: 2201: 2192: 2190: 2189:dual function 2184: 2167: 2164: 2161: 2155: 2150: 2140: 2137: 2134: 2120: 2116: 2099: 2096: 2093: 2087: 2082: 2079: 2076: 2066: 2052: 2046: 2038: 2034: 2030: 2026: 2019: 2015: 2012: 2008: 2004: 2000: 1996: 1989: 1988: 1987: 1985: 1980: 1963: 1957: 1954: 1948: 1945: 1942: 1936: 1931: 1928: 1925: 1911: 1909: 1903: 1887: 1879: 1875: 1869: 1865: 1859: 1855: 1851: 1845: 1837: 1833: 1829: 1823: 1820: 1817: 1811: 1802: 1800: 1796: 1792: 1788: 1784: 1783:step function 1778: 1759: 1751: 1747: 1740: 1735: 1731: 1727: 1721: 1713: 1709: 1705: 1699: 1693: 1684: 1683:), defined as 1682: 1678: 1672: 1654: 1650: 1647: 1644: 1641: 1638: 1634: 1630: 1627: 1621: 1618: 1615: 1609: 1601: 1597: 1579: 1571: 1567: 1546: 1544: 1540: 1533: 1531: 1529: 1525: 1519: 1517: 1509: 1507: 1505: 1500: 1496: 1494: 1490: 1486: 1478: 1476: 1474: 1470: 1466: 1462: 1457: 1455: 1451: 1447: 1443: 1439: 1435: 1431: 1427: 1423: 1419: 1416:problems are 1415: 1410: 1402: 1400: 1398: 1394: 1390: 1386: 1380: 1378: 1374: 1356: 1352: 1348: 1343: 1339: 1316: 1312: 1289: 1285: 1274: 1266: 1264: 1262: 1238: 1220: 1216: 1191: 1185: 1182: 1179: 1173: 1168: 1165: 1162: 1154: 1146: 1142: 1138: 1135: 1127: 1123: 1119: 1112: 1108: 1104: 1099: 1095: 1082: 1081: 1080: 1078: 1073: 1056: 1044: 1038: 1032: 1029: 1026: 1020: 994: 988: 977: 974: 971: 968: 965: 958: 936: 910: 904: 860: 839: 819: 816: 810: 766: 757: 738: 732: 689: 681: 675: 663: 655: 652: 649: 624: 566: 507: 503: 500: 497: 488: 465: 456: 454: 438: 430: 405: 396: 370: 346: 340: 334: 329: 326: 323: 315: 303: 294: 268: 239: 233: 222: 219: 216: 195: 189: 185: 181: 178: 174: 152: 146: 142: 138: 135: 131: 123: 120: 116: 111: 108: 104: 100: 96: 92: 84: 82: 80: 79: 74: 70: 66: 61: 59: 58: 53: 49: 45: 41: 37: 33: 19: 18:Dual function 6044:Weak duality 6020: 6007: 5999: 5919:Orthogonally 5726: 5614:. Retrieved 5610:the original 5589: 5583: 5571:the original 5542: 5538: 5493: 5471: 5450: 5439: 5417: 5371: 5349: 5319: 5292: 5261: 5250: 5226: 5179: 5155: 5136: 5117: 5098: 5047: 5043: 5037: 4998: 4966: 4959: 4950: 4928: 4919: 4876: 4867: 4840: 4834: 4807: 4797: 4770: 4764: 4728: 4713: 4694: 4688: 4669: 4663: 4644: 4638: 4619: 4602: 4586:. Springer. 4583: 4577: 4544: 4536: 4517: 4511: 4495:. Springer. 4492: 4471:. Retrieved 4453: 4446: 4410:Kernel trick 4403: 4400:Applications 4379: 4370:weak duality 4242: 3894: 3683: 3538: 3419: 3293: 3291: 2979: 2975: 2971: 2930:The vectors 2929: 2669: 2628: 2427: 2418:saddle point 2415: 2398: 2394: 2392: 2337: 2331: 2327: 2323: 2316:weak duality 2315: 2313: 2265: 2259: 2257: 2194: 2188: 2186: 2122: 2118: 2054: 2050: 2040: 2036: 2032: 2028: 2021: 2017: 2010: 2006: 2002: 2001:)≤0, then L( 1998: 1991: 1983: 1982: 1913: 1907: 1905: 1804: 1798: 1794: 1790: 1786: 1780: 1686: 1680: 1676: 1674: 1548: 1538: 1537: 1527: 1520: 1513: 1501: 1497: 1492: 1482: 1472: 1468: 1464: 1460: 1458: 1453: 1452:(a list) of 1445: 1441: 1437: 1433: 1418:optimization 1412: 1384: 1381: 1377:weak duality 1276: 1259:denotes the 1207: 1074: 457: 112: 90: 88: 85:Dual problem 76: 62: 57:weak duality 55: 52:dual problem 51: 47: 39: 35: 29: 6034:Duality gap 6029:Dual system 5913:Convex hull 5050:(1): 1–37. 5044:SIAM Review 4473:October 15, 4390:game theory 2035:, then L(x, 1426:constraints 1403:Linear case 1389:convex hull 1273:Duality gap 1267:Duality gap 1077:duality gap 478:by letting 65:duality gap 6075:Categories 5957:Radial set 5927:Convex set 5689:Convex set 5616:2011-05-12 5075:References 1539:Motivation 1493:infeasible 1013:such that 287:such that 115:dual pairs 103:Lagrangian 5942:Hypograph 4337:∇ 4306:∑ 4287:∇ 4218:… 4196:≥ 4151:∇ 4120:∑ 4101:∇ 4014:∑ 3936:… 3870:… 3848:≥ 3746:∑ 3659:… 3637:≤ 3517:∗ 3487:ν 3481:λ 3470:ν 3461:≥ 3458:λ 3445:∗ 3403:∗ 3395:≤ 3389:ν 3383:λ 3357:ν 3334:≥ 3331:λ 3309:∗ 3244:ν 3223:∑ 3191:λ 3170:∑ 3130:∈ 3113:ν 3107:λ 3079:∈ 3062:ν 3056:λ 3022:→ 3007:× 2958:ν 2938:λ 2887:ν 2866:∑ 2834:λ 2813:∑ 2781:ν 2775:λ 2731:→ 2716:× 2701:× 2644:⊂ 2599:… 2585:∈ 2532:… 2518:∈ 2503:≤ 2372:∗ 2368:λ 2295:λ 2281:≥ 2278:λ 2239:λ 2208:λ 2168:λ 2138:≥ 2135:λ 2100:λ 2080:≥ 2077:λ 2039:)→∞ when 1949:λ 1929:≥ 1926:λ 1866:λ 1856:∑ 1824:λ 1732:∑ 1645:… 1631:∈ 1616:≤ 1357:∗ 1349:− 1344:∗ 1317:∗ 1290:∗ 1221:∗ 1166:∈ 1155:≤ 1147:∗ 1128:∗ 1120:− 1113:∗ 1105:∈ 1100:∗ 1048:~ 998:∞ 989:∪ 981:→ 975:× 940:~ 914:∞ 667:~ 653:∈ 492:~ 409:^ 374:^ 327:∈ 307:^ 272:^ 243:∞ 234:∪ 226:→ 190:∗ 147:∗ 119:separated 5966:Zonotope 5937:Epigraph 5533:(1963). 5524:Articles 5492:(2006). 5416:(1986). 5247:(1963). 5097:(1993). 4927:(1986). 4726:(2006). 4618:(1993). 4416:See also 3979:maximize 3702:maximize 3557:minimize 3424:such as 3369:we have 3349:and any 2428:Given a 1797:, where 1545:problem: 1485:subspace 1446:solution 1428:are all 1424:and the 1397:epigraph 1261:supremum 451:and the 389:exists, 97:and the 34:theory, 6021:Duality 5923:Pseudo- 5897:Ursescu 5794:Pseudo- 5768:Concave 5747:Simplex 5727:Duality 5606:2348241 5567:0152360 5516:2199043 5436:0868279 5406:9048698 5398:1900016 5338:1888251 5311:1295240 5280:1261420 5207:2265882 5064:2028848 4990:0544669 4972:xvi+388 4947:0868279 4911:9048698 4903:1900016 4859:1888251 4826:1295240 4789:1261420 4756:2265882 4569:1921556 4427:Duality 4376:History 4372:holds. 3432:, i.e. 1528:optimal 1393:closure 1379:holds. 1235:is the 453:infimum 429:minimum 427:is the 50:or the 38:or the 36:duality 6004:, and 5975:Series 5892:Simons 5799:Quasi- 5789:Proper 5774:Closed 5604:  5565:  5559:168028 5557:  5514:  5504:  5478:  5459:  5434:  5424:  5404:  5396:  5386:  5356:  5336:  5326:  5309:  5299:  5278:  5268:  5233:  5205:  5195:  5162:  5143:  5124:  5105:  5062:  4988:  4978:  4945:  4935:  4909:  4901:  4891:  4857:  4847:  4824:  4814:  4787:  4777:  4754:  4744:  4701:  4676:  4651:  4626:  4590:  4567:  4557:  4553:–113. 4524:  4499:  4464:  2579:  2512:  2324:equals 1625:  1450:vector 1430:linear 1208:where 758:(i.e. 693:  558:where 67:. For 5832:Main 5555:JSTOR 5402:S2CID 5080:Books 5060:JSTOR 5029:(PDF) 5008:(PDF) 4907:S2CID 4458:(pdf) 4438:Notes 3420:If a 1984:Proof 1448:is a 955:to a 5952:Lens 5906:Sets 5756:Maps 5663:and 5502:ISBN 5476:ISBN 5457:ISBN 5422:ISBN 5384:ISBN 5354:ISBN 5324:ISBN 5297:ISBN 5266:ISBN 5231:ISBN 5193:ISBN 5160:ISBN 5141:ISBN 5122:ISBN 5103:ISBN 4976:ISBN 4933:ISBN 4889:ISBN 4845:ISBN 4812:ISBN 4775:ISBN 4742:ISBN 4699:ISBN 4674:ISBN 4649:ISBN 4624:ISBN 4588:ISBN 4555:ISBN 4522:ISBN 4497:ISBN 4475:2011 4462:ISBN 3915:and 2950:and 2405:and 2258:The 2187:The 1075:The 832:for 166:and 6006:(Hw 5594:doi 5547:doi 5376:doi 5185:doi 5052:doi 4881:doi 4734:doi 4551:106 4404:In 3716:inf 3496:inf 3454:max 3123:inf 3072:inf 2974:or 2346:min 2274:max 2218:min 2147:min 2131:max 2073:max 2063:min 2016:If 1922:max 1514:In 1247:sup 1159:inf 1091:sup 686:inf 646:inf 320:inf 117:of 30:In 6077:: 5998:(H 5996:, 5992:, 5988:, 5925:) 5921:, 5801:) 5779:K- 5602:MR 5600:. 5590:32 5588:. 5582:. 5563:MR 5561:. 5553:. 5543:11 5541:. 5537:. 5512:MR 5510:. 5432:MR 5430:. 5400:. 5394:MR 5392:. 5382:. 5334:MR 5332:. 5307:MR 5305:. 5276:MR 5274:. 5221:; 5203:MR 5201:. 5191:. 5093:; 5089:; 5058:. 5048:13 5046:. 5016:^ 4986:MR 4984:. 4974:. 4943:MR 4941:. 4905:. 4899:MR 4897:. 4887:. 4855:MR 4853:. 4822:MR 4820:. 4785:MR 4783:. 4752:MR 4750:. 4740:. 4722:; 4614:; 4610:; 4565:MR 4563:. 4483:^ 3531:. 3417:. 2413:. 2214::= 2045:→∞ 1986:: 1910:, 1795:λu 1506:. 1072:. 81:. 60:. 6012:) 6010:) 6008:x 6002:) 6000:x 5984:( 5959:/ 5917:( 5772:( 5653:e 5646:t 5639:v 5619:. 5596:: 5549:: 5518:. 5484:. 5465:. 5408:. 5378:: 5362:. 5340:. 5313:. 5282:. 5239:. 5209:. 5187:: 5168:. 5149:. 5130:. 5111:. 5066:. 5054:: 5031:. 5010:. 4992:. 4913:. 4883:: 4861:. 4828:. 4791:. 4758:. 4736:: 4707:. 4682:. 4657:. 4632:. 4596:. 4571:. 4530:. 4505:. 4477:. 4356:) 4353:x 4350:( 4345:j 4341:g 4331:j 4327:u 4321:m 4316:1 4313:= 4310:j 4302:+ 4299:) 4296:x 4293:( 4290:f 4267:) 4264:x 4261:, 4258:u 4255:( 4224:m 4221:, 4215:, 4212:1 4209:= 4206:i 4202:, 4199:0 4191:i 4187:u 4176:0 4173:= 4170:) 4167:x 4164:( 4159:j 4155:g 4145:j 4141:u 4135:m 4130:1 4127:= 4124:j 4116:+ 4113:) 4110:x 4107:( 4104:f 4094:o 4091:t 4087:t 4084:c 4081:e 4078:j 4075:b 4072:u 4069:s 4060:) 4057:x 4054:( 4049:j 4045:g 4039:j 4035:u 4029:m 4024:1 4021:= 4018:j 4010:+ 4007:) 4004:x 4001:( 3998:f 3989:u 3986:, 3983:x 3947:m 3943:g 3939:, 3933:, 3928:1 3924:g 3903:f 3876:m 3873:, 3867:, 3864:1 3861:= 3858:i 3854:, 3851:0 3843:i 3839:u 3831:o 3828:t 3824:t 3821:c 3818:e 3815:j 3812:b 3809:u 3806:s 3796:) 3792:) 3789:x 3786:( 3781:j 3777:g 3771:j 3767:u 3761:m 3756:1 3753:= 3750:j 3742:+ 3739:) 3736:x 3733:( 3730:f 3726:( 3720:x 3705:u 3665:m 3662:, 3656:, 3653:1 3650:= 3647:i 3643:, 3640:0 3634:) 3631:x 3628:( 3623:i 3619:g 3611:o 3608:t 3604:t 3601:c 3598:e 3595:j 3592:b 3589:u 3586:s 3577:) 3574:x 3571:( 3568:f 3560:x 3513:p 3509:= 3504:0 3500:f 3493:= 3490:) 3484:, 3478:( 3475:g 3467:, 3464:0 3450:= 3441:d 3399:p 3392:) 3386:, 3380:( 3377:g 3337:0 3305:p 3294:g 3277:. 3273:} 3269:) 3266:x 3263:( 3258:i 3254:h 3248:i 3238:p 3233:1 3230:= 3227:i 3219:+ 3216:) 3213:x 3210:( 3205:i 3201:f 3195:i 3185:m 3180:1 3177:= 3174:i 3166:+ 3163:) 3160:x 3157:( 3152:0 3148:f 3143:{ 3135:D 3127:x 3119:= 3116:) 3110:, 3104:, 3101:x 3098:( 3093:L 3084:D 3076:x 3068:= 3065:) 3059:, 3053:( 3050:g 3026:R 3017:p 3012:R 3002:m 2997:R 2992:: 2989:g 2915:. 2912:) 2909:x 2906:( 2901:i 2897:h 2891:i 2881:p 2876:1 2873:= 2870:i 2862:+ 2859:) 2856:x 2853:( 2848:i 2844:f 2838:i 2828:m 2823:1 2820:= 2817:i 2809:+ 2806:) 2803:x 2800:( 2795:0 2791:f 2787:= 2784:) 2778:, 2772:, 2769:x 2766:( 2761:L 2735:R 2726:p 2721:R 2711:m 2706:R 2696:n 2691:R 2686:: 2681:L 2654:n 2649:R 2639:D 2609:} 2605:p 2602:, 2596:, 2593:1 2589:{ 2582:i 2576:, 2573:0 2570:= 2567:) 2564:x 2561:( 2556:i 2552:h 2542:} 2538:m 2535:, 2529:, 2526:1 2522:{ 2515:i 2509:, 2506:0 2500:) 2497:x 2494:( 2489:i 2485:f 2470:) 2467:x 2464:( 2459:0 2455:f 2399:λ 2395:λ 2389:. 2377:) 2364:, 2361:x 2358:( 2355:L 2350:x 2332:λ 2310:. 2298:) 2292:( 2289:g 2284:0 2254:. 2242:) 2236:, 2233:x 2230:( 2227:L 2222:x 2211:) 2205:( 2202:g 2183:. 2171:) 2165:, 2162:x 2159:( 2156:L 2151:x 2141:0 2115:. 2103:) 2097:, 2094:x 2091:( 2088:L 2083:0 2067:x 2047:. 2043:i 2041:λ 2037:λ 2033:i 2029:x 2027:( 2024:i 2022:f 2018:x 2011:λ 2007:λ 2005:, 2003:x 1999:x 1997:( 1994:i 1992:f 1979:. 1967:) 1964:x 1961:( 1958:J 1955:= 1952:) 1946:, 1943:x 1940:( 1937:L 1932:0 1908:x 1891:) 1888:x 1885:( 1880:i 1876:f 1870:i 1860:i 1852:+ 1849:) 1846:x 1843:( 1838:0 1834:f 1830:= 1827:) 1821:, 1818:x 1815:( 1812:L 1799:λ 1791:x 1789:( 1787:J 1766:] 1763:) 1760:x 1757:( 1752:i 1748:f 1744:[ 1741:I 1736:i 1728:+ 1725:) 1722:x 1719:( 1714:0 1710:f 1706:= 1703:) 1700:x 1697:( 1694:J 1681:x 1679:( 1677:J 1655:} 1651:m 1648:, 1642:, 1639:1 1635:{ 1628:i 1622:, 1619:0 1613:) 1610:x 1607:( 1602:i 1598:f 1583:) 1580:x 1577:( 1572:0 1568:f 1473:m 1469:n 1465:m 1461:m 1454:n 1442:n 1438:m 1434:n 1353:d 1340:p 1313:p 1286:d 1217:F 1192:, 1189:) 1186:0 1183:, 1180:x 1177:( 1174:F 1169:X 1163:x 1152:) 1143:y 1139:, 1136:0 1133:( 1124:F 1109:Y 1096:y 1060:) 1057:x 1054:( 1045:f 1039:= 1036:) 1033:0 1030:, 1027:x 1024:( 1021:F 1001:} 995:+ 992:{ 985:R 978:Y 972:X 969:: 966:F 937:f 911:= 908:) 905:x 902:( 896:s 893:t 890:n 887:i 884:a 881:r 878:t 875:s 872:n 869:o 866:c 861:I 840:x 820:0 817:= 814:) 811:x 808:( 802:s 799:t 796:n 793:i 790:a 787:r 784:t 781:s 778:n 775:o 772:c 767:I 742:) 739:x 736:( 733:f 727:d 724:e 721:n 718:i 715:a 712:r 709:t 706:s 703:n 700:o 697:c 690:x 682:= 679:) 676:x 673:( 664:f 656:X 650:x 625:X 602:s 599:t 596:n 593:i 590:a 587:r 584:t 581:s 578:n 575:o 572:c 567:I 543:s 540:t 537:n 534:i 531:a 528:r 525:t 522:s 519:n 516:o 513:c 508:I 504:+ 501:f 498:= 489:f 466:f 439:f 415:) 406:x 400:( 397:f 371:x 347:. 344:) 341:x 338:( 335:f 330:X 324:x 316:= 313:) 304:x 298:( 295:f 269:x 246:} 240:+ 237:{ 230:R 223:X 220:: 217:f 196:) 186:Y 182:, 179:Y 175:( 153:) 143:X 139:, 136:X 132:( 20:)

Index

Dual function
mathematical optimization
optimization problems
weak duality
duality gap
convex optimization
constraint qualification
strong duality
Wolfe dual problem
Fenchel dual problem
Lagrangian
Lagrange multipliers
dual pairs
separated
locally convex spaces
minimum
infimum
characteristic function
perturbation function
duality gap
convex conjugate
supremum
Duality gap
strong duality
weak duality
convex hull
closure
epigraph
Dual linear program
Linear programming

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.