Abstract
Various theoretical properties of the surrogate dual of a mathematical programming problem are discussed, including some connections with the Lagrangean dual. Two algorithms for solving the surrogate dual, suggested by analogy with Lagrangean optimisation, are described and proofs of their convergence given. A simple example is solved using each method.
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Dyer, M.E. Calculating surrogate constraints. Mathematical Programming 19, 255–278 (1980). https://doi.org/10.1007/BF01581647
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DOI: https://doi.org/10.1007/BF01581647