CONSTANT DUALITY GAP AND APPLICATIONS

Baillon J.-B.; Ocaña E. · Communications in Optimization Theory (2024) · DOI: 10.23952/cot.2024.3

Resumen

Inspired by the role played by zero duality gap in optimization problems, especially in the stopping strategy of algorithms, we design in this work a similar scheme but addressing non-convex quadratic optimization problems subject to linear equality constraints having possibly nonzero duality gap. In fact, we get a formula for determining it at least approximately.

Instituciones: Universidad Nacional de Ingeniería