SURROGATE CONSTRAINT DUALITY IN MATHEMATICAL PROGRAMMING

被引：119

作者：

GLOVER, F ^{[1
]}

机构：

[1] UNIV COLORADO,BOULDER,CO 80302

来源：

OPERATIONS RESEARCH | 1975年 / 23卷 / 03期

关键词：

DUALITY THEORIES;

D O I：

10.1287/opre.23.3.434

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper presents a unified development of a surrogate duality theory that is applicable to problems in which Lagrangean duality gaps limit the usefulness of standard duality approaches. A surrogate dual is created by generating a single constraint to replace the original problem constraints, rather than by absorbing these constraints into the objective function as in the Lagrangean.

引用

页码：434 / 451

页数：18

共 20 条

[1]

BALAS E, 1967, OPER RES, V19, P915

[2]

CHARNES A, 1969, NAV RES LOGIST Q, V16, P41

[3]

COTTLE RW, 1963, Q APPL MATH, V21, P237

[4] STABILITY IN NONLINEAR PROGRAMMING [J].