The dual linear problems can be solved using a variety of methods, which we demonstrate on several enlightening examples. As a demonstration of the power of this linear programming approach we give elegant proofs of theorems of Nowak and Willett about graphs without property A. 展开 ...
More generally, optimizing a linear function subject to linear equality and inequality constraints can be solved using various so-called “linear programming” techniques, such as the simplex algorithm. However, when the objective is not linear, as is the case with SVM, things get harder. ...
The linear programming with intuitionistic fuzzy numbers problem had been solved in the previous literature, based on this fact we offer a procedure for solving the linear programming with intuitionistic fuzzy variables problems. In methods based on the simplex algorithm, it is not easy to obtain a...
solved using the reorganized innovation tool. Recently, a partial difference Riccati equation approach has been employed to derive the optimal estimators containing predictor, filter, and smoother in the linear minimum variance sense for discrete-time packet dropping systems undergoing bounded random measure...
As known from semidefinite programming, a LMI can always be expressed in primal form with a finite set of linear constraints and one positive-semidefinite constraint. In principle, this can be done for Equation (17), but this does not result in linear constraints on the covariance. The ...
of the line of slope\(x^*\)tof. For instance, let us focus on the case\(x^*=-4\)highlighted in Fig.1a. For the linear functional (dashed), the maximal distance is attained at\({\hat{x}}\). We can find the same value by considering the shifted functional\(h_{x^*}(x) = ...
Based on the primal-dual relationship of parametric linear programming, we can obtain an equivalent parametric linear model in the envelopment form. Similar to multiplier network model, the envelopment network model can be solved by using the new algorithm. Subsequently, we not only determine the ...
The idle time insertion problem is solved via linear programming to establish starting and ending times of the activities. In this paper, we show how the dual of the idle time insertion problem can be used as a means of generating insights for earliness鈥搕ardiness sequencing algorithms. We ...
The dual problem gives a linear Hamilton–Jacobi–Bellman equation with a known state space subject to free-boundary conditions, making analysis much more tractable than the primal problem. We provide two explicitly solved examples of a consumption insurance problem. We characterize the optimal ...
We discuss, as examples, appli- cations of the newly introduced D-induced duality concepts in robust conic optimization and the duality theory for multi-objective conic optimization. Keywords Convex cones · Duality · Duality theorem · Conic optimization Mathematics Subject Classification (2000) 46A...