Duality and Dual Methods

David G. Luenberger and Yinyu Ye
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David G. Luenberger: Stanford University
Yinyu Ye: Stanford University

Chapter Chapter 14 in Linear and Nonlinear Programming, 2016, pp 429-465 from Springer

Abstract: Abstract We first derive the duality theory of for constrained optimization, which is based on our earlier zero-order optimality conditions and the Lagrangian relaxations. The variables of the dual are typically the Lagrange multipliers associated with the constraints in the primal problem—the original constrained optimization problem.

Keywords: Dual Method; Original Constrained Optimization Problem; Alternating Direction Method Of Multipliers (ADMM); Local Duality Theory; Second-order Sufficiency Conditions (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/978-3-319-18842-3_14

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