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The dual of the dual as an approximation of the primal

 

作者: P.S. UNGER,   A.P. HURTER,  

 

期刊: International Journal of Systems Science  (Taylor Available online 1974)
卷期: Volume 5, issue 12  

页码: 1119-1130

 

ISSN:0020-7721

 

年代: 1974

 

DOI:10.1080/00207727408920166

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A formulation and some properties of the (Lagrangian) dual of the dual of a mathematical programming problem were presented in an article by Unger and Hurter (1972). Here, that formulation is simplified, so that the resulting form is more closely related to the primal. In particular, the dual of the dual is shown to be merely the primal, except that the objective function and each constraint are replaced by their first-order Taylor series approximation.

 

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