semi-infinite linear programming

Strong duality and sensitivity analysis in semi-infinite linear programming

  • Amitabh Basu
  • Kipp Martin
  • Christopher Thomas Ryan
    • Categories Semi-infinite Programming Tags , ,

    Finite-dimensional linear programs satisfy strong duality (SD) and have the “dual pricing” (DP) property. The (DP) property ensures that, given a sufficiently small perturbation of the right-hand-side vector, there exists a dual solution that correctly “prices” the perturbation by computing the exact change in the optimal objective function value. These properties may fail in semi-infinite … Read more

    Cutting plane algorithms for robust conic convex optimization

  • Juan Alfredo Gomez
  • Walter Gómez
    • Categories Linear, Cone and Semidefinite Programming, Semi-infinite Programming Tags , ,

    In the paper we study some well-known cases of nonlinear programming problems, presenting them as instances of Inexact Linear Programming. The class of problems considered contains, in particular, semidefinite programming, second order cone programming and special cases of inexact semidefinite programming. Strong duality results for the nonlinear problems studied are obtained via the Lagrangian duality. … Read more