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7 - Certificates and Duality

from Part II - Optimization

Published online by Cambridge University Press:  14 January 2025

Amitabh Basu
Amitabh Basu
Affiliation:
Johns Hopkins University
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Summary

This chapter deals with the important question of certifying optimality of a solution to a mixed-integer convex optimization problem. The classical duality theory for continuous optimization, including Lagrangian relaxations, KKT and general optimality conditions, and Slater type conditions for strong duality, is rigorously covered in complete detail. Recent work on duality for mixed-integer convex optimization is succinctly summarized.

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Convexity and its Applications in Discrete and Continuous Optimization , pp. 263 - 286
Publisher: Cambridge University Press
Print publication year: 2025

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  • Certificates and Duality
  • Amitabh Basu, Johns Hopkins University
  • Book: Convexity and its Applications in Discrete and Continuous Optimization
  • Online publication: 14 January 2025
  • Chapter DOI: https://doi.org/10.1017/9781108946650.010
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  • Certificates and Duality
  • Amitabh Basu, Johns Hopkins University
  • Book: Convexity and its Applications in Discrete and Continuous Optimization
  • Online publication: 14 January 2025
  • Chapter DOI: https://doi.org/10.1017/9781108946650.010
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Certificates and Duality
  • Amitabh Basu, Johns Hopkins University
  • Book: Convexity and its Applications in Discrete and Continuous Optimization
  • Online publication: 14 January 2025
  • Chapter DOI: https://doi.org/10.1017/9781108946650.010
Available formats
×