Fenchel and Lagrange Duality are Equivalent
A basic result in ordinary (Lagrange) convex programming is the saddlepoint duality theorem concerning optimization problems with convex inequalities and linear-affine equalities satisfying a Slater condition. This note shows that this result is equivalent to the duality theorem of Fenchel.
| Main Author: | |
|---|---|
| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
|
| Online Access: | http://hdl.handle.net/1721.1/5352 |
| _version_ | 1826209743146844160 |
|---|---|
| author | Magnanti, Thomas L. |
| author_facet | Magnanti, Thomas L. |
| author_sort | Magnanti, Thomas L. |
| collection | MIT |
| description | A basic result in ordinary (Lagrange) convex programming is the saddlepoint duality theorem concerning optimization problems with convex inequalities and linear-affine equalities satisfying a Slater condition. This note shows that this result is equivalent to the duality theorem of Fenchel. |
| first_indexed | 2024-09-23T14:28:24Z |
| format | Working Paper |
| id | mit-1721.1/5352 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T14:28:24Z |
| publishDate | 2004 |
| publisher | Massachusetts Institute of Technology, Operations Research Center |
| record_format | dspace |
| spelling | mit-1721.1/53522019-04-12T08:16:28Z Fenchel and Lagrange Duality are Equivalent Magnanti, Thomas L. A basic result in ordinary (Lagrange) convex programming is the saddlepoint duality theorem concerning optimization problems with convex inequalities and linear-affine equalities satisfying a Slater condition. This note shows that this result is equivalent to the duality theorem of Fenchel. Supported in part by the U.S. Army Research Office (Durham) under Contract No. DAHC04-73-C-0032. 2004-05-28T19:35:12Z 2004-05-28T19:35:12Z 1974-07 Working Paper http://hdl.handle.net/1721.1/5352 en_US Operations Research Center Working Paper;OR 036-74 1746 bytes 499219 bytes application/pdf application/pdf Massachusetts Institute of Technology, Operations Research Center |
| spellingShingle | Magnanti, Thomas L. Fenchel and Lagrange Duality are Equivalent |
| title | Fenchel and Lagrange Duality are Equivalent |
| title_full | Fenchel and Lagrange Duality are Equivalent |
| title_fullStr | Fenchel and Lagrange Duality are Equivalent |
| title_full_unstemmed | Fenchel and Lagrange Duality are Equivalent |
| title_short | Fenchel and Lagrange Duality are Equivalent |
| title_sort | fenchel and lagrange duality are equivalent |
| url | http://hdl.handle.net/1721.1/5352 |
| work_keys_str_mv | AT magnantithomasl fenchelandlagrangedualityareequivalent |