Eliminating Duality Gap by Sigma Penalty Published: 2012/07/25 Can KizilkaleCategories Convex Optimization, Nonlinear Optimization Tags convex optimization, duality Short URL: https://optimization-online.org/?p=12095 In this short and self contained paper we are proposing a simple penalty, which is a modification on the constraint set. We show that duality gap is eliminated under certain conditions. CitationMay,2010ArticleDownload View PDF