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DOI: 10.23952/cot.2024.3
Received January 29, 2022; Accepted May 12, 2023; Published online October 4, 2023
Abstract. Inspired by the role played by zero duality gap in optimization problems, especially in the stopping strategy of algorithms, we design in this work a similar scheme but addressing non-convex quadratic optimization problems subject to linear equality constraints having possibly nonzero duality gap. In fact, we get a formula for determining it at least approximately.
How to Cite this Article:
J.B. Baillon, E. Ocaña, Constant duality gap and applications, Commun. Optim. Theory 2024 (2024) 3.