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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