An Infinitesimal Approach for Analysis of Convex Optimization Problem with Duality Gap
نویسندگان
چکیده
We consider the problem of finding target vectors for which the nonzero duality gap exists in the problem of convex optimization. An infinitesimal approach to the duality gap analysis of convex problems is proposed. The approach is based on finding the order of smallness and the proportionality coefficient of perturbation function of the original optimization problem. We show that in case of duality gap this order is smaller than one for zero duality gap. An example of using the approach is given.
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