Fenchel and Lagrange Duality are Equivalent
Name
OR-036-74.pdf
Size
487.52 KB
Format
Adobe PDF
Checksum (MD5)
ad67a6234b2a40042277bb7a4e5b2c2f
Author(s)
Magnanti, Thomas L.
Date Issued
July 1974
Publisher
Massachusetts Institute of Technology, Operations Research Center
Series/Report no.
Operations Research Center Working Paper;OR 036-74
Abstract
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.
MIT Department
Massachusetts Institute of Technology. Operations Research Center
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