Duality Theory in Continuous-Time Linear Optimization

Oliveira, Valeriano Antunes de

doi:10.5540/03.2020.007.01.0374

Proceeding Series of the Brazilian Society of Computational and Applied Mathematics

2020

DOI: 10.5540/03.2020.007.01.0374

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Duality Theory in Continuous-Time Linear Optimization

Valeriano Antunes de Oliveira¹

Abstract: In this work, classical results from duality theory are obtained for continuoustime linear optimization problems with inequality constraints. Weak and strong duality properties, as well as, the complementary slackness theorem are established.

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2022

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Saddle point optimality criteria and duality for convex continuous-time programming problem

Jović

Marinković

2022

Filomat

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In this paper, convex continuous-time programming problem with inequality type of constraints is considered. We derive new saddle point optimality conditions and classical duality results such as weak and strong duality properties, under additional regularity assumption. A fundamental tool, employed in the derivation of the necessary saddle point optimality criteria and strong duality result for convex continuous-time programming, is a new version of a theorem of the alternative in infinite-dimensional spaces.

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Saddle point optimality criteria and duality for convex continuous-time programming problem

Jović

Marinković

2022

Filomat

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show abstract

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Duality Theory in Continuous-Time Linear Optimization

Abstract: In this work, classical results from duality theory are obtained for continuoustime linear optimization problems with inequality constraints. Weak and strong duality properties, as well as, the complementary slackness theorem are established.

Cited by 1 publication

References 6 publications

Saddle point optimality criteria and duality for convex continuous-time programming problem

Saddle point optimality criteria and duality for convex continuous-time programming problem

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