Acharacterization of Lagrangian dual problems


For constrained primal infimization problems, we give a characterization of the Lagrangian dual objective function, regarded as a function of three variables (namely of the target set, the primal objective function and the dual variables).

DOI Code: 10.1285/i15900932v10supn2p389

Keywords: Primal infimization problem; Lagrangian dual problem; Fenchel conjugate

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