Duality inequalities as a numerical aid

DOI10.1016/0167-6377(84)90043-9MaRDI QIDQ759652zbMATH OpenOpenAlexFDO

Authors Richard J. Duffin

Publication date 1984

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(84)90043-9

zbMATH Keywords

computer searchdual programestimating the minimum valueinequality constraintslower boundnumerically feasible algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Review text

This note re-examines the problem of estimating the minimum value of a convex program. To obtain a lower bound to this value a dual program is formulated. The dual involves only explicitly given functions and only inequality constraints. No nonlinear equality constraints appear. Thus a numerically feasible algorithm is obtained.

Recommendations

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Cites work

• scientific article; zbMATH DE number 3821078 (Why is no real title available?)
• scientific article; zbMATH DE number 3825569 (Why is no real title available?)
• scientific article; zbMATH DE number 3361698 (Why is no real title available?)
• Transformations that aid numerical solution of nonlinear programs

Cited in

(1)

• Minimization of certain cost functions with error bounds

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