ISSN:
1436-4646
Keywords:
Surrogate Constraints
;
Subgradient Methods
;
Generalised Programming
;
Surrogate Duality
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract Various theoretical properties of the surrogate dual of a mathematical programming problem are discussed, including some connections with the Lagrangean dual. Two algorithms for solving the surrogate dual, suggested by analogy with Lagrangean optimisation, are described and proofs of their convergence given. A simple example is solved using each method.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01581647
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