Angelia Nedić
Abstract
Abstract This article provides an overview of Lagrangian relaxation and its duality theory as applied to nonlinear optimization problems. Basic duality properties and Lagrangian saddle point results are discussed. Also, the algorithms for solving saddle point problems and dual problems are surveyed.
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Abstract This article provides an overview of Lagrangian relaxation and its duality theory as applied to nonlinear optimization problems. Basic duality properties and Lagrangian saddle point results are discussed. Also, the algorithms for solving saddle point problems and dual problems are surveyed.
Key concepts: Lagrangian relaxation, Lagrangian, Saddle point, Duality (order theory), Saddle, Nonlinear programming, Nonlinear system, Mathematical optimization