Title

On zero duality gap in surrogate constraint optimization: The case of rational-valued functions of constraints

Document Type

Article

Publication Title

Applied Mathematical Modelling

Abstract

This paper is concerned with the constrained optimization problem. A detailed discussion of surrogate constraints with zero duality gaps is presented. Readily available surrogate multipliers are considered that close the duality gaps where constraints are rational-valued. Through illustrative examples, the sources of duality gaps are examined in detail. While in the published literature, in many situations conclusions have been made about the existence of non-zero duality gaps, we show that taking advantage of full problem information can close the duality gaps. Overlooking such information can produce shortcomings in the research in which a non-zero duality gap is observed. We propose theorems to address the shortcomings and report results regarding implementation issues. © 2011 Elsevier Inc.

First Page

4218

Last Page

4226

DOI

10.1016/j.apm.2011.11.051

Publication Date

9-1-2012

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