Article ID: | iaor19931184 |
Country: | Netherlands |
Volume: | 11 |
Issue: | 5 |
Start Page Number: | 293 |
End Page Number: | 302 |
Publication Date: | Jun 1992 |
Journal: | Operations Research Letters |
Authors: | Larsen Christian, Tind Jorgen |
Keywords: | duality |
In this paper the authors consider how to close the duality gap when Lagrangean duality is applied to a facial constraint. They generalize some results by Giannessi and Niccolucci. This enables the authors to close the duality gap for a class of mathematical programming problems with complementarity constraints. Finally they discuss the connections to general duality theory and provide a simple way to close the duality gap for a general mathematical program that violates the Slater condition.