Duality for inexact semi-infinite linear programming

被引:7
|
作者
Gómez, JA
Bosch, PJ
Amaya, J [1 ]
机构
[1] Univ Chile, Dept Ingn Matemat, Santiago, Chile
[2] Univ Chile, Ctr Modelamiento Matemat, Santiago, Chile
关键词
semi-infinite linear programming; duality; Dubovitskii-Milyutin approach;
D O I
10.1080/02331930412331286595
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The aim of this work is to generalize strong duality theorems for inexact linear programming and to derive duality results for inexact semi-infinite programming problems. We give a detailed proof of the general result, using the Dubovitskii-Milyutin approach. The last section contains applications to inexact problems and a few comments for further developments.
引用
收藏
页码:1 / 25
页数:25
相关论文
共 50 条
  • [1] DUALITY IN SEMI-INFINITE LINEAR-PROGRAMMING
    DUFFIN, RJ
    JEROSLOW, RG
    KARLOVITZ, LA
    LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, 1983, 215 : 50 - 62
  • [2] Necessary conditions and duality for inexact nonlinear semi-infinite programming problems
    Juan Alfredo Gómez
    Paul Bosch
    Mathematical Methods of Operations Research, 2007, 65 : 45 - 73
  • [3] Necessary conditions and duality for inexact nonlinear semi-infinite programming problems
    Gomez, Juan Alfredo
    Bosch, Paul
    MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2007, 65 (01) : 45 - 73
  • [4] Robust linear semi-infinite programming duality under uncertainty
    Goberna, M. A.
    Jeyakumar, V.
    Li, G.
    Lopez, M. A.
    MATHEMATICAL PROGRAMMING, 2013, 139 (1-2) : 185 - 203
  • [5] Strong duality and sensitivity analysis in semi-infinite linear programming
    Amitabh Basu
    Kipp Martin
    Christopher Thomas Ryan
    Mathematical Programming, 2017, 161 : 451 - 485
  • [6] On duality in semi-infinite programming and existence theorems for linear inequalities
    Goberna, MA
    López, MA
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1999, 230 (01) : 173 - 192
  • [7] Robust linear semi-infinite programming duality under uncertainty
    M. A. Goberna
    V. Jeyakumar
    G. Li
    M. A. López
    Mathematical Programming, 2013, 139 : 185 - 203
  • [8] Optimality, scalarization and duality in linear vector semi-infinite programming
    Kanzi, Nader
    Ardekani, Javad Shaker
    Caristi, Giuseppe
    OPTIMIZATION, 2018, 67 (05) : 523 - 536
  • [9] Strong duality and sensitivity analysis in semi-infinite linear programming
    Basu, Amitabh
    Martin, Kipp
    Ryan, Christopher Thomas
    MATHEMATICAL PROGRAMMING, 2017, 161 (1-2) : 451 - 485
  • [10] CONSTRUCTING A PERFECT DUALITY FOR SEMI-INFINITE PROGRAMMING AND GENERALIZED LINEAR-PROGRAMMING
    KORTANEK, KO
    SIAM REVIEW, 1976, 18 (04) : 812 - 813