Showing 1 - 4 of 4
convex cone. In the first half of the paper, we give a detailed study of duality properties of this problem and present … the duality properties of the problem. In the second half of the paper, we propose a self-dual embedding with the … case of strong duality, these objective values in fact converge to the optimal value of the original problem. When the …
Persistent link: https://www.econbiz.de/10010837760
This paper presents a unified study of duality properties for the problem of minimizing a linear function over the … intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some … new duality properties are established. Examples are given to illustrate these new properties. The topics covered in this …
Persistent link: https://www.econbiz.de/10010837814
convex cone. In the first half of the paper, we give a detailed study of duality properties of this problem and present … the duality properties of the problem. In the second half of the paper, we propose a self-dual embedding with the … case of strong duality, these objective values in fact converge to the optimal value of the original problem. When the …
Persistent link: https://www.econbiz.de/10008484094
This paper presents a unified study of duality properties for the problem of minimizing a linear function over the … intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some … new duality properties are established. Examples are given to illustrate these new properties. The topics covered in this …
Persistent link: https://www.econbiz.de/10008484096