The gap function of a convex program |
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| Authors: | Donald W. Hearn |
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| Affiliation: | Industrial and Systems Engineering Department, 303 Weil Hall, University of Florida, Gainesville, FL 32611, U.S.A. |
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| Abstract: | The gap function expresses the duality gap of a convex program as a function of the primal variables only. Differentiability and convexity properties are derived, and a convergent minimization algorithm is given. An example gives a simple one-variable interpretation of weak and strong duality. Application to user-equilibrium traffic assignment yields an appealing alternative optimization problem. |
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| Keywords: | Convex programming duality duality gap |
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