Related papers: Strong duality for a problem of linear copositive …
Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…
Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…
We generalize the reduction mechanism for linear programming problems and semidefinite programming problems from [arXiv:1410.8816] in two ways 1) relaxing the requirement of affineness and 2) extending to fractional optimization problems.…
This is the first in a series of papers that deals with duality statements such as Mukai-duality (T-duality, from algebraic geometry) and the Baum-Connes conjecture (from operator $K$-theory). These dualities are expressed in terms of…
This note establishes a limiting formula for the conic Lagrangian dual of a convex infinite optimization problem, correcting the classical version of Karney [Math. Programming 27 (1983) 75-82] for convex semi-infinite programs. A…
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 consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…
In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…
This paper addresses non-convex constrained optimization problems that are characterized by a scalar complicating constraint. We propose an iterative bisection method for the dual problem (DualBi Algorithm) that recovers a feasible primal…
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.…
In this note we explore duality in reverse convex optimization with reverse convex inequality constraints. While we are examining the special case of a finite index set of the inequality constraints, we are primarily interested in the…
Linear programming describes the problem of optimising a linear objective function over a set of constraints on its variables. In this paper we present a solver for linear programs implemented in the proof assistant Isabelle/HOL. This…
Bilevel programming problems frequently arise in real-world applications across various fields, including transportation, economics, energy markets and healthcare. These problems have been proven to be NP-hard even in the simplest form with…
We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However,…
In this paper semirings with an idempotent addition are considered. These algebraic structures are endowed with a partial order. This allows to consider residuated maps to solve systems of inequalities $A \otimes X \preceq B$. The purpose…
In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly…
This article presents a validation of a recently proposed strongly polynomial-time algorithm for the general linear programming problem. The proposed algorithm is an implicit reduction procedure that combines primal and dual linear…
In 2019 Anthony Quas, Philippe Thieullen and Mohamed Zarrabi introduced the concept of strong fast invertibility for linear cocycles. It relates the growth of volumes between different initial times and, together with a condition on…
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…
In a common formulation of semi-infinite programs, the infinite constraint set is a requirement that a function parametrized by the decision variables is nonnegative over an interval. If this function is sufficiently closely approximable by…