On the absence of duality gap for Lagrange-type functions
Author(s) -
Regina S. Burachik,
Alex Rubinov
Publication year - 2005
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2005.1.33
Subject(s) - duality (order theory) , type (biology) , lagrange multiplier , duality gap , mathematics , dual (grammatical number) , constraint algorithm , algebra over a field , pure mathematics , mathematical optimization , optimization problem , art , ecology , literature , biology
Given a generic dual program we discuss the absence of duality gap for a family of Lagrange-type functions. We obtain necessary conditions that become sufficient ones under some additional assumptions. We also give examples of Lagrange-type functions for which this sufficient conditions hold.
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