Results 31 to 40 of about 291 (69)

Optimization of Lagrange problem with higher-order differential inclusion and special boundary-value conditions

open access: yesDemonstratio Mathematica
This article concerns about optimality conditions for boundary-value problems related to differential inclusions (DFIs) of higher orders. We intend to attain optimality conditions when a general Lagrange functional takes place in the cost function ...
Yıldırım Uğur   +2 more
doaj   +1 more source

Strong duality in conic linear programming: facial reduction and extended duals

open access: yes, 2013
The facial reduction algorithm of Borwein and Wolkowicz and the extended dual of Ramana provide a strong dual for the conic linear program $$ (P) \sup { | Ax \leq_K b} $$ in the absence of any constraint qualification.
A. Ben-Tal   +24 more
core   +1 more source

Duality in Constrained DC-Optimization via Toland’s Duality Approach [PDF]

open access: yes, 2003
2000 Mathematics Subject Classification: 90C48, 49N15, 90C25In this paper we reconsider a nonconvex duality theory established by B. Lemaire and M. Volle (see [4]), related to a primal problem of minimizing the difference of two convex functions subject ...
Benkenza, N., Laghdir, M.
core  

On Lagrangian Duality in Vector Optimization. Applications to the linear case. [PDF]

open access: yes
The paper deals with vector constrained extremum problems. A separation scheme is recalled; starting from it, a vector Lagrangian duality theory is developed. The linear duality due to Isermann can be embedded in this separation approach.
Elisa Pagani
core  

New duality results for evenly convex optimization problems. [PDF]

open access: yesOptimization, 2021
Fajardo MD, Grad SM, Vidal J.
europepmc   +1 more source

Multivariate utility maximization with proportional transaction costs and random endowment [PDF]

open access: yes
In this paper we deal with a utility maximization problem at finite horizon on a continuous-time market with conical (and time varying) constraints (particularly suited to model a currency market with proportional transaction costs).
Giuseppe Benedetti, Luciano Campi
core  

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