Risk-Constrained Nonconvex Dynamic Resource Allocation has Zero Duality Gap.
Dionysios S. KalogeriasPublished in: CoRR (2022)
Keyphrases
- dynamic resource allocation
- duality gap
- augmented lagrangian
- lagrange multipliers
- convex optimization
- optimality conditions
- nonlinear programming
- primal dual
- resource allocation
- convex programming
- set covering problem
- constrained optimization
- global optimization
- dual formulation
- inequality constraints
- objective function
- cost function
- interior point methods
- saddle point
- linear programming
- optimization problems
- np hard
- optimal solution