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We consider primal-dual pairs of semidefinite programs and assume that they are ill-posed, i.e., both primal and dual are either weakly feasible or weakly infeasible. Under such circumstances, strong duality may break down and the primal…

Optimization and Control · Mathematics 2022-10-25 Takashi Tsuchiya , Bruno F. Lourenco , Masakazu Muramatsu , Takayuki Okuno

We investigate various spaces of $SL(r+1)$-opers and their deformations. For each type of such opers, we study the quantum/classical duality, which relates quantum integrable spin chains with classical solvable many body systems. In this…

Algebraic Geometry · Mathematics 2026-01-01 Peter Koroteev , Anton M. Zeitlin

There are three kinds of multiple polylogarithms; complex, finite and symmetric. The dualities for the complex and finite cases are known. In this paper, we present proofs of them via iterated integrals and its symmetric counterpart by a…

Number Theory · Mathematics 2024-11-14 Hanamichi Kawamura

These lectures are intended as an introduction to some of the basic aspects of string solitons, duality and black holes. We begin with a discussion of the role of classical solutions in duality, then focus on string/string duality and…

High Energy Physics - Theory · Physics 2009-10-30 Ramzi R. Khuri

Classical primal-dual affine programming takes place over finite dimensional real vector spaces. This results in beautiful duality theory, connecting the optimal solu- tions of the primal maximization problem and the dual minimization…

Optimization and Control · Mathematics 2015-04-13 Tien Chih

In this paper, we will study about the solvability and duality of interval optimization problems on Hadamard manifolds. It includes the KKT conditions, and Wofle dual problem with weak duality and strong duality. These results are the…

Optimization and Control · Mathematics 2023-02-24 Le Tram Nguyen , Yu-Lin Chang , Chu-Chin Hu , Jein-Shan Chen

In this paper, we consider the robust linear infinite programming problem $({\rm RLIP}_c) $ defined by \begin{eqnarray*} ({\rm RLIP}_c)\quad &&\inf\; \langle c,x\rangle \textrm{subject to } &&x\in X,\; \langle x^\ast,x \rangle \le r…

Optimization and Control · Mathematics 2019-10-25 Dinh Nguyen , Long Dang Hai

We give tight bounds on the relation between the primal and dual of various combinatorial dimensions, such as the pseudo-dimension and fat-shattering dimension, for multi-valued function classes. These dimensional notions play an important…

Combinatorics · Mathematics 2021-08-24 Pieter Kleer , Hans Simon

Much is known about when a locally optimal solution depends in a single-valued Lipschitz continuous way on the problem's parameters, including tilt perturbations. Much less is known, however, about when that solution and a uniquely…

Optimization and Control · Mathematics 2024-01-02 Matus Benko , R. Tyrrell Rockafellar

This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…

Optimization and Control · Mathematics 2025-02-27 Rajmadan Lakshmanan , Alois Pichler , Miloš Kopa

In this paper, we present experimental algorithms for solving the dualization problem. We present the results of extensive experimentation comparing the execution time of various algorithms.

Some of the most important results in prediction theory and time series analysis when finitely many values are removed from or added to its infinite past have been obtained using difficult and diverse techniques ranging from duality in…

Probability · Mathematics 2007-08-30 Yukio Kasahara , Mohsen Pourahmadi , Akihiko Inoue

The classical duality theory associates to an abelian group a dual companion. Passing to a non-abelian group, a dual object can still be defined, but it is no longer a group. The search for a broader category which should include both the…

Operator Algebras · Mathematics 2007-05-23 Ann Maes , Alfons Van Daele

Many real world problems naturally appear as constraints satisfaction problems (CSP), for which very efficient algorithms are known. Most of these involve the combination of two techniques: some direct propagation of constraints between…

Artificial Intelligence · Computer Science 2013-04-12 Denis Berthier

In this paper we present a duality theory for the robust utility maximisation problem in continuous time for utility functions defined on the positive real axis. Our results are inspired by -- and can be seen as the robust analogues of --…

Mathematical Finance · Quantitative Finance 2021-06-15 Daniel Bartl , Michael Kupper , Ariel Neufeld

In this paper, we develop unrolled neural networks to solve constrained optimization problems, offering accelerated, learnable counterparts to dual ascent (DA) algorithms. Our framework, termed constrained dual unrolling (CDU), comprises…

Machine Learning · Computer Science 2026-01-27 Samar Hadou , Alejandro Ribeiro

We study a robust Dynkin game over a set of mutually singular probabilities. We first prove that for the conservative player of the game, her lower and upper value processes coincide (i.e. She has a value process $V $ in the game). Such a…

Probability · Mathematics 2016-09-13 Erhan Bayraktar , Song Yao

Using an optimization algorithm to solve a machine learning problem is one of mainstreams in the field of science. In this work, we demonstrate a comprehensive comparison of some state-of-the-art first-order optimization algorithms for…

Machine Learning · Computer Science 2014-04-29 Yu Wei , Pock Thomas

We consider optimization problems with manifold-valued constraints. These generalize classical equality and inequality constraints to a setting in which both the domain and the codomain of the constraint mapping are smooth manifolds. We…

Optimization and Control · Mathematics 2024-02-23 Ronny Bergmann , Roland Herzog , Julián Ortiz López , Anton Schiela

We reinterpret some online greedy algorithms for a class of nonlinear "load-balancing" problems as solving a mathematical program online. For example, we consider the problem of assigning jobs to (unrelated) machines to minimize the sum of…

Data Structures and Algorithms · Computer Science 2011-09-28 Anupam Gupta , Ravishankar Krishnaswamy , Kirk Pruhs
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