Related papers: Symmetric Strong Duality for a Class of Continuous…
This paper concerns the tilt stability of local optimal solutions to a class of nonlinear semidefinite programs, which involves a twice continuously differentiable objective function and a convex feasible set. By leveraging the second…
In this paper, we show that the subadditive dual of a feasible conic mixed-integer program (MIP) is a strong dual whenever it is feasible. Moreover, we show that this dual feasibility condition is equivalent to feasibility of the conic dual…
We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…
We present a novel analysis of semidefinite programs (SDPs) with positive duality gaps, i.e. different optimal values in the primal and dual problems. These SDPs are extremely pathological, often unsolvable, and also serve as models of more…
In this paper we associate with an infinite family of real extended functions defined on a locally convex space, a sum, called robust sum, which is always well-defined. We also associate with that family of functions a dual pair of problems…
The dual normal factor graph and the factor graph duality theorem have been considered for discrete graphical models. In this paper, we show an application of the factor graph duality theorem to continuous graphical models. Specifically, we…
In a recent paper it has been shown that if Cesaro and Abel limits for a certain discrete time optimal control problem are not equal, then there is a duality gap between a certain infinite-dimensional linear programming problem and its…
Identifying the most powerful test in multiple hypothesis testing under strong family-wise error rate (FWER) control is a fundamental problem in statistical methodology. State-of-the-art approaches formulate this as a constrained…
In this article we develop a duality principle suitable for a large class of problems in optimization. The main result is obtained through basic tools of convex analysis and duality theory. We establish a correct relation between the…
Based on the complete-lattice approach, a new Lagrangian duality theory for set-valued optimization problems is presented. In contrast to previous approaches, set-valued versions for the known scalar formulas involving infimum and supremum…
We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…
We introduce a model of infinite horizon linear dynamic optimization and obtain results concerning existence of solution and satisfaction of the competitive condition and transversality condition being unconditionally sufficient for…
We associate with each convex optimization problem, posed on some locally convex space, with infinitely many constraints indexed by the set T, and a given non-empty family H of finite subsets of T, a suitable Lagrangian-Haar dual problem.…
We show that a suitable Slater condition implies a duality inequality between the Hoffman constants of the following feasibility problems: $$ \begin{array}{r} Ax-b \in S\\ x \in R \end{array} \qquad\text{ and }\qquad \begin{array}{r} c-A^T…
We optimize the running time of the primal-dual algorithms by optimizing their stopping criteria for solving convex optimization problems under affine equality constraints, which means terminating the algorithm earlier with fewer…
In this paper, we study the Fenchel-Rockafellar duality and the Lagrange duality in the general frame work of vector spaces without topological structures. We utilize the geometric approach, inspired from its successful application by B. S.…
This article develops a duality principle for a class of optimization problems in $\mathbb{R}^n$. The results are obtained based on standard tools of convex analysis and on a well known result of Toland for D.C. optimization. Global…
We review the algebraic approach to super non-Abelian T-Duality considered in [1], focusing on symmetric and semi-symmetric coset spaces on $G/H$. We discuss a potential impediment, appearing in these models when integrating out the gauge…
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…
Optimization problems with discrete decisions are nonconvex and thus lack strong duality, which limits the usefulness of tools such as shadow prices and the KKT conditions. It was shown in Burer(2009) that mixed-binary quadratic programs…