M. Á. Goberna Torrent, M. Volle
Karney observed in 1983 that certain limiting formula based on the uniform perturbation of the RHS of the constraints of a given convex semi-infinite program could be inserted between its optimal value and that of its ordinary Lagrange dual when a duality gap occurs. In this talk, we explore two ways of narrowing (or even eliminating) the gap between the limiting formula and the optimal value of dual problems for convex infinite programs.
Palabras clave: Optimización infinita convexa, brecha de dualidad, fórmulas límite
Programado
GT11 Optimización Continua II
9 de junio de 2022 12:00
A12