Research Reports from the Department of Operations

Document Type

Report

Publication Date

9-1-1975

Abstract

Duality in a normed linear space X, refers to a relationship between a pair of extremum problems: the primal problem on X and the dual problem on the dual space X*. Given a closed convex cone K defined in terms of a set of continuous linear functionals in X*, the dual extremum problems associated with the primal problem. Necessary and sufficient conditions are established so that the "duality gaps" between pairs of primal-dual problems do not exist, that is, the extremal or the optimal values of the primal and dual problems are equal. These conditions prominently involve the conjugate cone of K and they are also specialized for a Hilbert space. The results are illustrated with examples from function spaces.

Keywords

Operations research, Duality theory (Mathematics), Normed linear spaces, Hilbert space, Mathematical optimization, Function spaces

Publication Title

Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University

Issue

Technical memorandum no. 374

Rights

This work is in the public domain and may be freely downloaded for personal or academic use

Share

COinS
 
 

To view the content in your browser, please download Adobe Reader or, alternately,
you may Download the file to your hard drive.

NOTE: The latest versions of Adobe Reader do not support viewing PDF files within Firefox on Mac OS and if you are using a modern (Intel) Mac, there is no official plugin for viewing PDF files within the browser window.