Optimization and Systems Theory Seminar
Wednesday, June 2, 1999, 11.00-12.00, Room 3733, Lindstedtsv. 25

Claude Lemaréchal
Grenoble, France

Duality without tears

The aim of this talk is to introduce the fundamental concepts leading to duality "in practice" or, said otherwise, to Lagrangian relaxation.
This optimization technique is usually seen as a powerful theoretical tool. Here we rather stay on a practical level; we demonstrate ``how'' this mechanism works, and exhibit the reasons ``why'' it works. For this, we will use two examples: entropy maximization and problems of combinatorial nature.
Calendar of seminars
Last update: May 5, 1999 by Anders Forsgren, anders.forsgren@math.kth.se.