Results 51 to 60 of about 516 (82)

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

A Stochastic Nash Equilibrium Problem for Medical Supply Competition. [PDF]

open access: yesJ Optim Theory Appl, 2022
Fargetta G, Maugeri A, Scrimali L.
europepmc   +1 more source

Minimizing measures of risk by saddle point conditions. [PDF]

open access: yes
The minimization of risk functions is becoming a very important topic due to its interesting applications in Mathematical Finance and Actuarial Mathematics. This paper addresses this issue in a general framework.
Balbás, Alejandro   +2 more
core  

ON SUFFICIENCY IN MULTIOBJECTIVE PROGRAMMING INVOLVING GENERALIZED G,C,r - TYPE I FUNCTIONS

open access: yes, 2013
: In this paper, a new class of (G,C,r)-type I functions and their generalizations are introduced. We consider a class of differentiable multiobjective optimization problems and establish sufficient optimality conditions.
Y. Singh   +3 more
semanticscholar   +1 more source

Optimization problems with quasiconvex inequality constraints [PDF]

open access: yes
The constrained optimization problem min f(x), gj(x) 0 (j = 1, . . . , p) is considered, where f : X ! R and gj : X ! R are nonsmooth functions with domain X Rn.
Ginchev Ivan, Ivanov Vsevolod
core  

OPTIMALITY AND SECOND ORDER DUALITY FOR A CLASS OF QUASI-DIFFERENTIABLE MULTIOBJECTIVE OPTIMIZATION PROBLEM

open access: yes, 2013
: A second order Mond-Weir type dual is presented for a non-differentiable multiobjective optimization problem with square root terms in the objective as well as in the constraints. Optimality and duality results are presented.
Rishi Rajan Sahay, Guneet Bhatia
semanticscholar   +1 more source

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  

Introduction to Optimal Transport Theory

open access: yes, 2009
These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures endowed with the
Santambrogio, Filippo
core   +2 more sources

A comprehensive view on optimization: reasonable descent [PDF]

open access: yes
Reasonable descent is a novel, transparent approach to a well-established field: the deep methods and applications of the complete analysis of continuous optimization problems.
Brinkhuis, J.
core   +1 more source

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