The duality theorem of linear programming is shown to be geometrically and algebraically intuitive when the vertex at which the optimal occurs is simple, i.e. the number of independent hyperplanes intersecting
This is an alternative characterization to the one provided in [7, Theorem 1]. Using this characterization, the ALD of an MIP can be viewed as a traditional LD in a lifted space. 2. We give an alternative proof for the asymptotic zero duality gap property of ALD for MIPs when the ...
By Arzéla-Ascoli's theorem, we can extract a subsequence \{\phi_{n_k}\} of \{\phi_n^{c\bar c}\} and a subsequence \{\psi_{n_k}\} of \{\phi_n^c\} that both converge uniformly. Let \phi_{n_k}\rightarrow\phi and \psi_{n_k}\rightarrow\psi . By uniform convergence,...
he found a dual for this problem. The authors generalize this result further by proving a duality theorem which includes as special cases a great variety of choices of norms in the terms of the Fermat-Weber sum. The theorem is proved by applying a general duality theorem of Rockafellar. As...
Oh also, you can prove that the solutions to discrete optimal transport are "sparse" i.e there always exist a solution with at most N+MN+M non zero coefficients (it's a consequence of Dubins theorem, I can give further details if you're interested). Another interesting things is the ...
4.3The duality theorem 4.4Optimal dual variables as marginal costs 4.5Standard form problems and the dual simplex method 4.6Farkas' lemma and linear inequalities 4.7From separating hyperplanes to duality 4.8Cones and extreme rays 4.9Representation of polyhedra 4.10General linear programming duality ...
On the Theory of Semi-Infinite Programming and a Generalization of the Kuhn-Tucker Saddle Point Theorem for Arbitrary Convex Functions We first present a survey on the theory of semi-infinite programming as a generalization of linear programming and convex duality theory. By the pairing of a finit...
A large chunk of the work in SVMs is converting the original, geometric problem statement, that of maximizing the margin of a linear separator, into a form suitable for this theorem. We did that last time. However, the conditions of this theorem also provide the structure for a more ...
S.,New Results in Linear Filtering and Prediction Theory, Journal of Basic Engineering, Vol. 83, No. 1, 1961. Hadley, G.,Nonlinear and Dynamic Programming, Addison-Wesley Publishing Company, Reading, Massachusetts, 1964. Google Scholar Wolfe, P.,A Duality Theorem for Nonlinear Programming, ...
LinearProgramming–Duality OtherDualitytopics: •WeakDualitytheorem •StrongDualitytheorem •Complementaryslackness •Dualsimplexmethod DualrelationshipDualrelationship Dualrelationship(cont)Dualrelationship(cont) LinearProgramming–Duality RelationshipbetweentheprimalandtheDual: PrimalProblem (orDualProblem) DualPro...