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 ...
Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...
This paper describes the Criss-Cross Method of solving linear programming problems. The method, a primal-dual scheme, normally begins with a problem solution that is neither primal nor dual feasible, ...
Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975.) ...
Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it. The traveling salesperson problem is one of the oldest ...