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With this note we bring again into attention a vector dual problem neglected by the contributions who have recently announced the successful healing of the trouble encountered by the classical duals to the classical linear vector…

Optimization and Control · Mathematics 2019-11-13 Radu Ioan Bot , Sorin-Mihai Grad , Gert Wanka

In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak…

Optimization and Control · Mathematics 2023-05-10 Valeriano Antunes de Oliveira

In this article, we develop duality principles applicable to primal variational formulations found in the non-linear elasticity theory. As a first application, we establish the concerning results in details for one and three-dimensional…

Optimization and Control · Mathematics 2019-10-04 Fabio Botelho

There are several notions of duality between lines and points. In this note, it is shown that all these can be studied in a unified way. Most interesting properties are independent of specific choices. It is also shown that either dual…

Computational Geometry · Computer Science 2025-08-22 Sanjeev Saxena

We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…

Probability · Mathematics 2025-07-03 Adam Quinn Jaffe

This article studies convex duality in stochastic optimization over finite discrete-time. The first part of the paper gives general conditions that yield explicit expressions for the dual objective in many applications in operations…

Optimization and Control · Mathematics 2015-04-28 Sara Biagini , Teemu Pennanen , Ari-Pekka Perkkiö

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…

Optimization and Control · Mathematics 2011-11-10 Minh Dang Doan , Tamás Keviczky , Bart De Schutter

This paper revisits the well-studied fixed point problem from a unified viewpoint of mathematical modeling and canonical duality theory, i.e. the original problem is first reformulated as a nonconvex optimization problem, its well-posedness…

Optimization and Control · Mathematics 2018-01-29 Ning Ruan , David Yang Gao

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

In this paper we provide some new sufficient conditions that ensure the existence of the solution of a weak vector equilibrium problem in Hausdorff topological vector spaces ordered by a cone. Further, we introduce a dual problem and we…

Functional Analysis · Mathematics 2017-04-25 Szilárd László

This paper introduces a dual problem to study a continuous-time consumption and investment problem with incomplete markets and stochastic differential utility. For Epstein-Zin utility, duality between the primal and dual problems is…

Mathematical Finance · Quantitative Finance 2016-01-15 Anis Matoussi , Hao Xing

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-convex and NP-hard problem. In this paper, we investigate the dual forms…

Methodology · Statistics 2022-07-06 Shaogang Ren , Guanhua Fang , Ping Li

In this paper, we study expected utility maximization under ratchet and drawdown constraints on consumption in a general incomplete semimartingale market using duality methods. The optimization is considered with respect to two parameters:…

Optimization and Control · Mathematics 2022-07-19 Anastasiya Tanana

The Knapsack Problem is a classic problem in combinatorial optimisation. Solving these problems may be computationally expensive. Recent years have seen a growing interest in the use of deep learning methods to approximate the solutions to…

Machine Learning · Computer Science 2023-12-07 Mitchell Keegan , Mahdi Abolghasemi

Simple cardinality refers to counting nonzero elements of an independent variable satisfying certain properties. Composite cardinality is a simple counting process composited with an affine mapping, and is therefore more complicated than…

Optimization and Control · Mathematics 2026-05-12 Penghe Zhang , Naihua Xiu , Houduo Qi

Sudoku is a widely popular $\mathcal{NP}$-Complete combinatorial puzzle whose prospects for studying human computation have recently received attention, but the algorithmic hardness of Sudoku solving is yet largely unexplored. In this…

Computational Complexity · Computer Science 2018-10-10 Marcelo Prates , Luis Lamb

Some aspects of programming education are examined in this work. It is emphasised, based on the entertainment value, the most appropriate examples are chosen to demonstrate the different language constructions and data structures. Such an…

Other Computer Science · Computer Science 2012-01-18 Krasimir Yordzhev , Hristina Kostadinova

Lagrangian duality underlies both classical and modern mechanism design. In particular, the dual perspective often permits simple and detail-free characterizations of optimal and approximately optimal mechanisms. This paper applies this…

Computer Science and Game Theory · Computer Science 2019-09-25 Shaddin Dughmi , Rad Niazadeh , Alexandros Psomas , S. Matthew Weinberg

There is an increased interest in solving complex constrained problems where part of the input is not given as facts but received as raw sensor data such as images or speech. We will use "visual sudoku" as a prototype problem, where the…

Machine Learning · Computer Science 2020-03-25 Maxime Mulamba , Jayanta Mandi , Rocsildes Canoy , Tias Guns

Primitive recursion is a mature, well-understood topic in the theory and practice of programming. Yet its dual, primitive corecursion, is underappreciated and still seen as exotic. We aim to put them both on equal footing by giving a…

Programming Languages · Computer Science 2021-03-16 Paul Downen , Zena M. Ariola