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2019 | OriginalPaper | Buchkapitel

5. Duality

verfasst von : Mohammad Fathi, Hassan Bevrani

Erschienen in: Optimization in Electrical Engineering

Verlag: Springer International Publishing

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Abstract

One common approach towards solving an optimization problem, in general, is to transfer it from the primal domain into a dual domain. This is sometimes of great advantage as the problem in the dual domain is simple enough to solve. In this chapter, this transformation is introduced and, based on the achievements from the dual domain, Karush–Kuhn–Tucker (KKT) conditions are derived to find optimal solutions in general optimization problems. Moreover, based on KKT conditions, Lagrangian algorithm is introduced to be implemented as an iterative search method to solve convex problems. Finally, some application examples in electrical engineering are given, accordingly.

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Metadaten
Titel
Duality
verfasst von
Mohammad Fathi
Hassan Bevrani
Copyright-Jahr
2019
DOI
https://doi.org/10.1007/978-3-030-05309-3_5