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 ...
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 ...
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 ...
Inverse optimisation and linear programming have emerged as crucial instruments in addressing complex decision-making problems where underlying models must be inferred from observed behaviour. At its ...
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 ...