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Apex duality for constrained optimization
Published online by Cambridge University Press: 17 February 2009
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In this paper, we develop a duality theory for the Apex dual in the case of primal constraints. As suggested by Duffin in [4], the objective function in this framework is a weighted average of the Legendre-Lagrangian function evaluated at key points. We show that whenever this new dual is feasible there is no duality gap for this dual, and moreover, no duality gap for both the Lagrangian and Wolfe duals too. We conclude with an outline of an algorithm to solve constrained minimization problems in the Apex framework.
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- Copyright © Australian Mathematical Society 1986
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