A Universal and Structured Way to Derive Dual Optimization Problem Formulations | Zendy

C. Roos | Zendy; Marleen Balvert | Zendy; Bram L. Gorissen | Zendy; Dick den Hertog | Zendy

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A Universal and Structured Way to Derive Dual Optimization Problem Formulations

Author(s) -

C. Roos,

Marleen Balvert,

Bram L. Gorissen,

Dick den Hertog

Publication year - 2020

Publication title -

informs journal on optimization

Language(s) - English

Resource type - Journals

eISSN - 2575-1492

pISSN - 2575-1484

DOI - 10.1287/ijoo.2019.0034

Subject(s) - dual (grammatical number) , duality (order theory) , mathematical optimization , convex analysis , convex conjugate , constraint (computer aided design) , computer science , convex optimization , simple (philosophy) , optimization problem , regular polygon , mathematics , algebra over a field , discrete mathematics , pure mathematics , art , philosophy , geometry , literature , epistemology

The dual problem of a convex optimization problem can be obtained in a relatively simple and structural way by using a well-known result in convex analysis, namely Fenchel’s duality theorem. This a...

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