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Learn how to relate LP duality to game theory and the minimax theorem, which are useful for optimizing and analyzing strategic situations.
The aim of this paper is to introduce a formulation of linear programming problems involving intuitionistic fuzzy variables. Here, we will focus on duality and a simplex-based algorithm for these ...
We present two first-order primal-dual algorithms for solving saddle point formulations of linear programs, namely FWLP (Frank-Wolfe Linear Programming) and FWLP-P.
This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty ...
A dual for linear programming problems of a two person zero sum constrained matrix game with fuzzy payoffs is introduced and it is proved that such a game is equivalent to a primal-dual pair of ...
This paper considers fluid analogues for the standard linear programming problem and for a separable nonlinear programming problem. In the former case the usual duality results are demonstrated using ...
Perold, André, and R. Meidan. "Optimality Conditions and Strong Duality in Abstract and Continuous Time Linear Programming." Journal of Optimization Theory and Applications 40, no. 1 (May 1983): 61–76 ...