相关论文: On a zero duality gap result in extended monotropi…

By results of Dantzig (1951) and Adler (2013), computing the optimal solutions of a linear program is equivalent to finding optimal strategies in zero-sum bimatrix games. Dantzig's original result was incomplete, in the sense that the…

This paper provides a new duality between entropy functions and network codes. Given a function $g\geq 0$ defined on all proper subsets of $N$ random variables, we provide a construction for a network multicast problem which is solvable if…

Dantzig and Eaves claimed that fundamental duality theorems of linear programming were a trivial consequence of Fourier elimination. Another property of Fourier elimination is considered here, regarding the existence of implicit equalities…

We initiate the probabilistic analysis of linear programming (LP) decoding of low-density parity-check (LDPC) codes. Specifically, we show that for a random LDPC code ensemble, the linear programming decoder of Feldman et al. succeeds in…

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

This paper considers a bilevel program, which has many applications in practice. To develop effective numerical algorithms, it is generally necessary to transform the bilevel program into a single-level optimization problem. The most…

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…

We prove a strong duality result for a linear programming problem which has the interpretation of being a discretised optimal Skorokhod embedding problem, and we recover this continuous time problem as a limit of the discrete problems. With…

The main purpose of this paper is to close the gap between the optimal values of an infinite convex program and that of its biconjugate relaxation. It is shown that Slater and continuity-type conditions guarantee such a zero-duality gap.…

Mixed integer quadratic programming (MIQP) is the problem of minimizing a convex quadratic function over mixed integer points in a rational polyhedron. This paper focuses on the augmented Lagrangian dual (ALD) for MIQP. ALD augments the…

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…

We determine the maximal gap between the optimal values of an integer program and its linear programming relaxation, where the matrix and cost function are fixed but the right hand side is unspecified. Our formula involves irreducible…

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…

Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and…

In semidefinite programming (SDP), unlike in linear programming, Farkas' lemma may fail to prove infeasibility. Here we obtain an exact, short certificate of infeasibility in SDP by an elementary approach: we reformulate any semidefinite…

Introduced by Lu and Yau (CMP, 1993), the martingale decomposition method is a powerful recursive strategy that has produced sharp log-Sobolev inequalities for homogeneous particle systems. However, the intractability of certain covariance…

Motivated by problems in contact mechanics, we propose a duality approach for computing approximations and associated a posteriori error bounds to solutions of variational inequalities of the first kind. The proposed approach improves upon…

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…

In this paper we introduce a new operation for Linear Programming (LP), called LP complementation, which resembles many properties of LP duality. Given a maximisation (resp.~minimisation) LP $P$, we define its complement $Q$ as a specific…

This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…