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: | Nieuwenhuizen Thorsten |
Keywords: | duality |
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.