Results 261 to 270 of about 7,143,501 (298)

Duality in structured and federated optimization : theory and applications

2022
The dual approach in mathematical optimization refers to a class of techniques for tackling a dual problem that arises from the original problem. Numerous notable improvements in strengthening the dual approach have been promoted in the last two decades because of its superior performance for many large-scale optimization problems.
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Global Optimization of Convex Multiplicative Programs by Duality Theory

2005
A global optimization approach for convex multiplicative problems based on the generalized Benders decomposition is proposed. A suitable representation of the multiplicative problem in the outcome space reduces its global solution to the solution of a sequence of quasiconcave minimizations over polytopes. Some similarities between convex multiplicative
Rúbia M. Oliveira, Paulo A. V. Ferreira
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Generalized fractional programming: Optimality and duality theory

Journal of Optimization Theory and Applications, 1990
The generalized fractional programming problem with a finite number of ratios in the objective is studied. Optimality and duality results are established, some with the help of an auxiliary problem and some directly. Convexity and stability of the auxiliary problem play a key role in the latter part of the paper.
Singh, C., Rueda, N.
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Duality theory for optimal mechanism design

2015
In this work we present a general duality-theory framework for revenue maximization in additive Bayesian auctions involving multiple items and many bidders whose values for the goods follow arbitrary continuous joint distributions over some multi-dimensional real interval.
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Duality Theory in Vector Optimization: An Overview

1985
Recently, the duality in vector optimization has been attracting many researchers’ interest. It holds now a major position in the theory of multiobjective programming due to not only its mathematical elegance but also its economic implications. In this paper, resluts on duality in vector optimization developed so far, primarily Lagrange duality, are ...
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Duality Theory and Optimality Conditions for LPs

2009
Associated with every linear programming problem, there is another linear program called its dual, involving a different set of variables, but sharing the same data. When referring to the dual problem of an LP, the original LP is called the primal or the primal problem.
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Duality Theory for the Linear-Convex Optimal Control Problem with Delays

IMA Journal of Mathematical Control and Information, 1987
The aim of this article is to develop a duality theory for the linear- convex optimal control problem with delays. We give an account via a saddle-point approach in the spirit of \textit{B. Noble} and \textit{M. J. Sewell} [J. Inst. Math. Appl. 9, 123-193 (1972; Zbl 0236.49002)]. It is obvious that results pertaining to semigroups and obtained here can
Chan, WL, Yung, SP
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Nondifferentiable and quasidifferentiable duality in vector optimization theory

Kybernetika, 1985
Summary: Two concepts of duality, namely nondifferentiable and quasidifferentiable are introduced for a class of vector optimization programs. Weak and partially strong duality are established. The obtained results are then applied to define dual programs for vector fractional programs.
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Perturbation theory of duality in vector optimization via the abstract duality scheme

Kybernetika, 1987
The perturbation theory of duality has been usually constructed with help of the theory of conjugate functions. In this paper, unlike the traditional method, two kinds of perturbation duality in vector optimization are suggested on the basis of an abstract duality scheme.
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Convexity and duality in optimization theory

1977
Thesis. 1977. Ph.D.--Massachusetts Institute of Technology. Dept. of Mathematics. ; MICROFICHE COPY AVAILABLE IN ARCHIVES AND SCIENCE. ; Bibliography: leaves 270-272. ; by Stephen Kinyon Young. ; Ph.D.
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