On zero duality gap in surrogate constraint optimization: The case of rational-valued functions of constraints
Applied Mathematical Modelling
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.
Alidaee, Bahram and Wang, Haibo, "On zero duality gap in surrogate constraint optimization: The case of rational-valued functions of constraints" (2012). Business Faculty Publications. 124.