Dual methods in discrete structural optimization
We present the dual approach to discrete structural optimization problems. The constraints of the problem are scaled by means of Lagrangian multipliers, added to the cost function and giving an unconstrained problem. To obtain the best lower bound (in the case of minimization), the dual of the relaxed problem must be solved with Lagrangian multipliers as variables. The dual function is a continuous, concave, but not differentiable everywhere. We treat the dual problem as a nondifferentiable steepest ascent problem, using a generalization of the gradient -- the subgradient. For the entire collection see [Zbl 0864.00043].
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