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

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

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Article ID: iaor20002355
Country: Netherlands
Volume: 117
Issue: 1
Start Page Number: 183
End Page Number: 196
Publication Date: Aug 1999
Journal: European Journal of Operational Research
Authors:
Keywords: duality
Abstract:

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 specific 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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