Abstract: Duality is one of the most important topics in optimization either a theoretical and algorithmic perspective. Optimization problem usually involved mathematical model. One of 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 ...
This paper presents the basic concepts of linear programming, which consists in minimizing or maximizing a linear objective function with linear inequality or equality constraints on the variables of ...
We investigate in this paper the Lagrangian duality properties of linear equality constrained binary quadratic programming. We derive an underestimation of the duality gap between the primal problem ...
ABSTRACT: Two existing methods for solving a class of fuzzy linear programming (FLP) problems involving symmetric trapezoidal fuzzy numbers without converting them to crisp linear programming problems ...
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 ...