On the absence of duality gap for a family of Lagrange-type functions

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2005

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Burachik, R.S.
Rubinov, A.

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Journal of Industrial and Management Optimization, 2005; 1(1):33-38

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Abstract

Given a generic dual program we discuss the absence of duality gap for a family of Lagrange-type functions. We obtain necessary conditions that become sufficient ones under some additional assumptions. We also give examples of Lagrange-type functions for which this sufficient conditions hold.

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