A geometric study of dual gaps, with applications (Q5943075)
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scientific article; zbMATH DE number 1642203
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English | A geometric study of dual gaps, with applications |
scientific article; zbMATH DE number 1642203 |
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A geometric study of dual gaps, with applications (English)
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2001
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The article is dedicated to the study of duality gaps of the nonlinear nonconvex programming problem in \({\mathbb R}^n\) \[ f(x) \longrightarrow \text{ Min}, \quad x \in X, \quad g(x) \leq 0. \tag{P} \] Two aims are in foregroung: -- to define convex problems have the same dual function as (P) but no duality gap, -- to study the impact of different dualizations schemes on the duality gap, keeping in mind some specific applications.
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price decomposition
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Lagrangian decomposition
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operator splitting
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Lagrangian relaxation
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duality gap
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unit-commitment problem
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