Strong duality for inexact linear programming problems

被引：8

作者：

Amaya, J

Gómez, JA

机构：

[1] Univ Chile, Dept Ingn Matemat, Santiago, Chile

[2] Univ Chile, Ctr Modelamiento Matemat, Santiago, Chile

[3] Inst Cibernet Matemat & Fis, Ciudad Habana, Cuba

来源：

OPTIMIZATION | 2001年 / 49卷 / 03期

关键词：

inexact linear programming; parametrized data; strong duality; Dubovitskii-Milyutin approach;

D O I：

10.1080/02331930108844532

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we apply the Dubovitskii-Milyutin approach to derive strong duality theorems for inexact linear programming problems. Inexact linear programming deals with the standard linear problem in which the data is not well known and it is supposed to lie in certain given convex sets. The case of parametric dependence of the data is particularly analyzed and relations with semi-infinite and semi-definite programming are also commented.

引用

页码：243 / 269

页数：27

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