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: 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 ...
Mathematics of Operations Research, Vol. 38, No. 3 (August 2013), pp. 569-590 (22 pages) Farkas' lemma is a fundamental result from linear programming providing linear certificates for infeasibility ...
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 ...
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 ...
Linear semi-infinite programming (LSIP) is a branch of optimisation that focuses on problems where a finite number of decision variables is subject to infinitely many linear constraints. This ...