Second and Higher Order Duality in Nonlinear Programming
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Mangasarian, Olvi L.
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Technical Report
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University of Wisconsin-Madison Department of Computer Sciences
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Abstract
A dual problem associated with a primal nonlinear programming problem is presented that involves second derivatives of the functions constituting the primal problem. Duality results are derived for this pair of problems. More general dual problems are also presented, and duality results for these problems are also given.
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TR159