Abstract
The duality theory is also an additional important part of the optimization theory. A main question which is investigated in duality theory reads as follows: Under which assumptions is it possible to associate an equivalent maximization problem to a given (in general convex) minimization problem. This maximization problem is also called the optimization problem dual to the minimization problem. In this chapter we formulate the dual problem to a constrained minimization problem and we investigate the relationships between the both optimization problems. For a linear problem we transform the dual problem in such a way that we again obtain a linear optimization problem. Finally, we apply these results to a problem of linear Chebyshev approximation.
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© 1994 Springer-Verlag Berlin Heidelberg
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Jahn, J. (1994). Duality. In: Introduction to the Theory of Nonlinear Optimization. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02985-5_6
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DOI: https://doi.org/10.1007/978-3-662-02985-5_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-02987-9
Online ISBN: 978-3-662-02985-5
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