This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty ...

This is a preview. Log in through your library . Abstract This paper extends the results of "Duality in Discrete Programming" [1] to the case of quadratic objective functions. The paper is, however, ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...