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It is known that convex programming problems with separable inequality constraints do not have duality gaps. However, strong duality may fail for these programs because the dual programs may not attain their maximum. In this paper, we establish conditions characterizing strong duality for convex...
Persistent link: https://www.econbiz.de/10008865331
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Linear vector semi-infinite optimization deals with the simultaneous minimization of finitely many linear scalar functions subject to infinitely many linear constraints. This paper provides characterizations of the weakly efficient, efficient, properly efficient and strongly efficient points in...
Persistent link: https://www.econbiz.de/10010871155
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We develop a duality theory for minimax fractional programming problems in the face of data uncertainty both in the objective and constraints. Following the framework of robust optimization, we establish strong duality between the robust counterpart of an uncertain minimax convex–concave...
Persistent link: https://www.econbiz.de/10010871122
We present geometric criteria for a feasible point that satisfies the Kuhn-Tucker conditions to be a global minimizer of mathematical programming problems with or without bounds on the variables. The criteria apply to multi-extremal programming problems which may have several local minimizers...
Persistent link: https://www.econbiz.de/10005278027