This is a preview. Log in through your library . Abstract Recently Schechter (in a Lehigh University report) formulated two dual linear programming problems over closed convex cones in quite general ...
Abstract: Recently, linear programming problems with symmetric fuzzy numbers (LPSFN) have considered by some authors and have proposed a new method for solving these problems without converting to the ...
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 ...
ABSTRACT: The Kuhn-Tucker theorem in nondifferential form is a well-known classical optimality criterion for a convex programming problems which is true for a convex problem in the case when a ...
ABSTRACT: Most of the current methods for solving linear fractional programming (LFP) problems depend on the simplex type method. In this paper, we present a new approach for solving linear fractional ...
Perold, André, and R. Meidan. "Optimality Conditions and Strong Duality in Abstract and Continuous Time Linear Programming." Journal of Optimization Theory and Applications 40, no. 1 (May 1983): 61–76 ...
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 ...
Understanding the mathematical language of optimization models and some important classes of models Creating optimization models starting from the description of the problems In computer science and ...
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