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Eliminating Duality Gap by Sigma Penalty

Can Kizilkale (kizilkalecan***at***gmail.com)

Abstract: In this short and self contained paper we are proposing a simple penalty, which is a modification on the constraint set. We show that duality gap is eliminated under certain conditions.

Keywords: Duality gap reduction, Convex Optimization

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Nonlinear Optimization

Citation: May,2010

Download: [PDF]

Entry Submitted: 07/25/2012
Entry Accepted: 07/25/2012
Entry Last Modified: 07/25/2012

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