Duality gap

Results: 9



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2009 年 SCI 收录我校师生论文一览 (共 122 篇) 1. 标题: Duality gap of the conic convex constrained optimization problems in normed

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Source URL: lib.hrbust.edu.cn

- Date: 2010-03-15 22:08:03
    2Mathematical optimization / Convex optimization / Linear programming / Operations research / Duality / Weak duality / Strong duality / Constraint / Duality gap / Semidefinite programming

    CS261: A Second Course in Algorithms Lecture #9: Linear Programming Duality (Part 2)∗ Tim Roughgarden† February 2,

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    Source URL: theory.stanford.edu

    Language: English - Date: 2016-02-16 22:56:26
    3

    34 Introduction to Semidefinite Programming Key Properties of LP that do not extend to SDP • There may be a finite or infinite duality gap. The primal and/or dual may

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    Source URL: www.math.nus.edu.sg

    Language: English
      4

      Subdifferentiability and the Duality Gap Neil E. Gretsky () ∗ Department of Mathematics, University of California, Riverside

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      Source URL: www.econ.ucla.edu

      Language: English - Date: 2002-01-21 08:42:00
        5Nonlinear programming / Optimal control / Linear programming / Interior point method / Partial differential equation / Constraint / Convex function / Sequential quadratic programming / Duality gap / Mathematical optimization / Mathematical analysis / Mathematics

        Interior Point Algorithms for Large-Scale Nonlinear Programming: Theory and Algorithmic Development ¨ Andreas Wachter IBM T.J. Watson Research Center

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        Source URL: www.fields.utoronto.ca

        Language: English - Date: 2005-03-02 14:22:17
        6Duality / Linear programming / Semidefinite programming / Quadratic programming / Convex optimization / Relaxation / Strong duality / Interior point method / Optimization problem / Mathematical optimization / Mathematical analysis / Operations research

        1 Zero Duality Gap in Optimal Power Flow Problem Javad Lavaei and Steven H. Low Abstract—The optimal power flow (OPF) problem is nonconvex

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        Source URL: netlab.caltech.edu

        Language: English - Date: 2012-04-01 15:15:52
        7Numerical analysis / Linear programming / Interior point method / Duality gap / Duality / Karush–Kuhn–Tucker conditions / Simplex algorithm / Semidefinite programming / Quadratic programming / Mathematical optimization / Operations research / Convex optimization

        Primal-Dual Interior Point algorithms for Linear Programming George Tzallas-Regas Interior point methods were widely used in the past in the form of barrier methods. In linear programming, the simplex method dominated, m

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        Source URL: www.doc.ic.ac.uk

        Language: English - Date: 2010-09-22 12:28:52
        8Operations research / Mathematical analysis / Probability space / Probability theory / Duality gap / Duality / Applied mathematics / Convex optimization / Linear programming / Mathematical optimization

        Optimal investment and contingent claim valuation in illiquid markets Teemu Pennanen King’s College London Ari-Pekka Perkki¨o

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        Source URL: www.kcl.ac.uk

        Language: English - Date: 2014-06-12 07:26:03
        9Convex optimization / Linear programming / Operations research / Duality gap / Duality / Function / Vector space / Transportation theory / Mathematics / Algebra / Mathematical optimization

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        Source URL: wwwhome.math.utwente.nl

        Language: English - Date: 2012-10-09 07:19:30
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