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Duality and Dual Methods

In: Linear and Nonlinear Programming

Author

Listed:
  • David G. Luenberger

    (Stanford University)

  • Yinyu Ye

    (Stanford University)

Abstract

We first derive the duality theory of for constrained optimization, which is based on our earlier zero-order optimality conditions and the Lagrangian relaxations. The variables of the dual are typically the Lagrange multipliers associated with the constraints in the primal problem—the original constrained optimization problem.

Suggested Citation

  • David G. Luenberger & Yinyu Ye, 2016. "Duality and Dual Methods," International Series in Operations Research & Management Science, in: Linear and Nonlinear Programming, edition 4, chapter 0, pages 429-465, Springer.
    • Handle: RePEc:spr:isochp:978-3-319-18842-3_14
    DOI: 10.1007/978-3-319-18842-3_14
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    Cited by:

    1. Alvarez, Aldair & Cordeau, Jean-François & Jans, Raf & Munari, Pedro & Morabito, Reinaldo, 2021. "Inventory routing under stochastic supply and demand," Omega, Elsevier, vol. 102(C).

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