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Dissecting the dual...
Dissecting the duality gap : the supporting hyperplane interpretation revisited
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- Quttineh, Nils-Hassan, 1979- (författare)
- Linköpings universitet,Tillämpad matematik,Tekniska fakulteten,Optimeringslära
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- Larsson, Torbjörn, 1957- (författare)
- Linköpings universitet,Tillämpad matematik,Tekniska fakulteten,Optimeringslära
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(creator_code:org_t)
- 2021-06-12
- 2022
- Engelska.
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Ingår i: Optimization Letters. - : Springer Nature. - 1862-4472 .- 1862-4480. ; 16, s. 1093-1102
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Abstract
Ämnesord
Stäng
- We revisit the classic supporting hyperplane illustration of the duality gap for non-convex optimization problems. It is refined by dissecting the duality gap into two terms: the first measures the degree of near-optimality in a Lagrangian relaxation, while the second measures the degree of near-complementarity in the Lagrangian relaxed constraints. We also give an example of how this dissection may be exploited in the design of a solution approach within discrete optimization.
Ämnesord
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Nyckelord
- Non-convex optimization
- Duality gap
- Lagrangian relaxation
- Global optimality conditions
- Set covering problem
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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