Duality inequalities as a numerical aid |
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Authors: | RJ Duffin |
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Institution: | Carnegie-Mellon University Pittsburgh, PA 15213, USA |
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Abstract: | This note re-examines the problem of estimating the minimum value of a convex program. To obtain a lower bound to this value a dual program is formulated. The dual involves only explicitly given functions and only inequality constraints. No nonlinear equality constraints appear. Thus a numerically feasible algorithm is obtained. |
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Keywords: | convex programs computer search |
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