Duality and randomization in nonlinear programming
Lasserre, Jean B.
ANZIAM Journal, Tome 48 (2008), / Harvested from Australian Mathematical Society
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We consider the NLP optimization problem ?? and discuss the duality gap between P and ?? The convex problem D is in fact the dual of a ``relaxed'' version of P via ``randomization'' which permits to give a simple interpretation for the presence or absence of a duality gap in the general case. Several particular cases are also discussed and the case of homogeneous functions is given special attention.

Publié le : 2008-01-01
DOI : https://doi.org/10.21914/anziamj.v42i0.463 
@article{463,
     title = {Duality and randomization in nonlinear programming},
     journal = {ANZIAM Journal},
     volume = {48},
     year = {2008},
     doi = {10.21914/anziamj.v42i0.463},
     language = {EN},
     url = {http://dml.mathdoc.fr/item/463}
}

Lasserre, Jean B. Duality and randomization in nonlinear programming. ANZIAM Journal, Tome 48 (2008) . doi : 10.21914/anziamj.v42i0.463. http://gdmltest.u-ga.fr/item/463/