Abstract
In this chapter we will consider a nonlinear programming problem of the form: minimize {f(x): x ε X, g(x) ε K} where K is an arbitrary set in En and K is a closed convex cone. Many of the results of this chapter are applicable to nonconvex and also nondifferentiable functions. The lagrangian duality formulation is obtained by incorporating the constraints in the objective function via the lagrangian multipliers (or dual variables), and hence the name.
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© 1976 Springer-Verlag Berlin · Heidelberg
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Bazaraa, M.S., Shetty, C.M. (1976). Lagrangian Duality. In: Foundations of Optimization. Lecture Notes in Economics and Mathematical Systems, vol 122. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48294-6_8
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DOI: https://doi.org/10.1007/978-3-642-48294-6_8
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-07680-3
Online ISBN: 978-3-642-48294-6
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