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 applications widely ...

A dual for linear programming problems of a two person zero sum constrained matrix game with fuzzy payoffs is introduced and it is proved that such a game is equivalent to a primal-dual pair of ...

A MATLAB code of the simplex method is supplied, and some linear programming solvers are listed with an example of use. The data sensitivity of the solution of a linear program is analyzed, and the ...

Learn how to relate LP duality to game theory and the minimax theorem, which are useful for optimizing and analyzing strategic situations.

This paper considers fluid analogues for the standard linear programming problem and for a separable nonlinear programming problem. In the former case the usual duality results are demonstrated using ...

ABSTRACT: A second-order dual problem is formulated for a class of continuous programming problem in which both objective and constrained functions contain support functions, hence it is ...

This paper, which is presented in two parts, is a contribution to the theory of fractional programming, i.e. maximization of quotients subject to constraints. In Part I a duality theory for linear and ...

ABSTRACT: A second-order dual problem is formulated for a class of continuous programming problem in which both objective and constrained functions contain support functions, hence it is ...

CSCI 5654: Linear Programming CSCI 5654: Linear Programming Instructor Fall 2016: Sriram Sankaranarayanan Prerequisites Calculus I,II + Algorithms + Linear Algebra. Topics Covered Roughly, we will ...

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 ...