ISSN:
1436-4646
Keywords:
Dual problem
;
Duality Theory
;
Optimality Conditions
;
Price Functions
;
Nonlinear Programming
;
Integer Programming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We survey some recent developments in duality theory with the idea of explaining and unifying certain basic duality results in both nonlinear and integer programming. The idea of replacing dual variables (prices) by price functions, suggested by Everett and developed by Gould, is coupled with an appropriate dual problem with the consequence that many of the results resemble those used in linear programming. The dual problem adopted has a (traditional) economic interpretation and dual feasibility then provides a simple alternative to concepts such as conjugate functions or subdifferentials used in the study of optimality. In addition we attempt to make precise the relationship between primal, dual and saddlepoint results in both the traditional Lagrangean and the more general duality theories and to see the implications of passing from prices to price functions. Finally, and perhaps surprisingly, it appears that all the standard algorithms terminate by constructing primal and dual feasible solutions of equal value, i.e., by satisfying generalised optimality conditions.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01584248
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