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Johri's general dual, the Lagrangian dual, and the surrogate dual

✍ Scribed by Thorsten Nieuwenhuizen

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 139 KB
Volume: 117
Category: Article
ISSN: 0377-2217
DOI: 10.1016/s0377-2217(98)00206-9

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✦ Synopsis

Duality formulations can be derived from a nonlinear primal optimization problem in several ways. One abstract theoretical concept presented by Johri is the framework of general dual problems. They provide the tightest of speci®c bounds on the primal optimum generated by dual subproblems which relax the primal problem with respect to the objective function or to the feasible set or even to both. The well-known Lagrangian dual and surrogate dual are shown to be special cases. Dominating functions and including sets which are the two relaxation devices of Johri's general dual turn out to be the most general formulations of augmented Lagrangian functions and augmented surrogate regions.

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