A geometric study of dual gaps, with applications (Q5943075)

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scientific article; zbMATH DE number 1642203
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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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