• Title/Summary/Keyword: the duality

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ON DUALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.4
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    • pp.723-734
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    • 2013
  • A robust optimization problem, which has a maximum function of continuously differentiable functions as its objective function, continuously differentiable functions as its constraint functions and a geometric constraint, is considered. We prove a necessary optimality theorem and a sufficient optimality theorem for the robust optimization problem. We formulate a Wolfe type dual problem for the robust optimization problem, which has a differentiable Lagrangean function, and establish the weak duality theorem and the strong duality theorem which hold between the robust optimization problem and its Wolfe type dual problem. Moreover, saddle point theorems for the robust optimization problem are given under convexity assumptions.

A Survey: SDP, its Duality, Complexity and Applications (SDP의 개관: 쌍대성, 계산복잡성 및 응용)

  • 류춘호;명영수;홍성필
    • Journal of the Korean Operations Research and Management Science Society
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    • v.26 no.2
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    • pp.13-46
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    • 2001
  • SDP (Semidefinite Programming), as a sort of “cone-LP”, optimizes a linear function over the intersection of an affine space and a cone that has the origin as its apex. SDP, however, has been developed in the process of searching for better solution methods for NP-hard combinatorial optimization problems. We surveyed the basic theories necessary to understand SDP researches. First, We examined SDP duality, comparing it to LP duality, which is essential for the interior point method, Second, we showed that SDP can be optimized from an interior solution in polynomial time with a desired error limit. finally, we summarized several research papers that showed SDP can improve solution methods for some combinatorial optimization problems, and explained why SDP has become one of the most important research topics in optimization. We tried to integrate SDP theories. relatively diverse and complicated. to survey research papers with our own perspective, and thus to help researcher to pursue their SDP researches in depth.

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ON OPTIMALITY OF GENERALIZED OPTIMIZATION PROBLEMS ASSOCIATED WITH OPERATOR AND EXISTENCE OF (Tη; ξθ)-INVEX FUNCTIONS

  • Das, Prasanta Kumar
    • East Asian mathematical journal
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    • v.33 no.1
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    • pp.83-102
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    • 2017
  • The main purpose of this paper is to introduce a pair new class of primal and dual problem associated with an operator. We prove the sufficient optimality theorem, weak duality theorem and strong duality theorem for these problems. The equivalence between the generalized optimization problems and the generalized variational inequality problems is studied in ordered topological vector space modeled in Hilbert spaces. We introduce the concept of partial differential associated (PDA)-operator, PDA-vector function and PDA-antisymmetric function to show the existence of a new class of function called, ($T_{\eta};{\xi}_{\theta}$)-invex functions. We discuss first and second kind of ($T_{\eta};{\xi}_{\theta}$)-invex functions and establish their existence theorems in ordered topological vector spaces.

DUALITY IN MULTIOBJECTIVE FRACTIONAL PROGRAMMING PROBLEMS INVOLVING (Hp, r)-INVEX FUNCTIONS

  • Jayswal, Anurag;Ahmad, I.;Prasad, Ashish Kumar
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.99-111
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    • 2014
  • In this paper, we have taken step in the direction to establish weak, strong and strict converse duality theorems for three types of dual models related to multiojective fractional programming problems involving ($H_p$, r)-invex functions.

MIXED TYPE MULTIOBJECTIVE VARIATIONAL PROBLEMS WITH HIGHER ORDER DERIVATIVES

  • Husain, I.;Ahmed, A.;Rumana, G. Mattoo
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.245-257
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    • 2009
  • A mixed type dual for multiobjective variational problem involving higher order derivatives is formulated and various duality results under generalized invexity are established. Special cases are generated and it is also pointed out that our results can be viewed as a dynamic generalization of existing results in the static programming.

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NONDIFFERENTIABLE SECOND ORDER SELF AND SYMMETRIC DUAL MULTIOBJECTIVE PROGRAMS

  • Husain, I.;Ahmed, A.;Masoodi, Mashoob
    • Journal of applied mathematics & informatics
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    • v.26 no.3_4
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    • pp.549-561
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    • 2008
  • In this paper, we construct a pair of Wolfe type second order symmetric dual problems, in which each component of the objective function contains support function and is, therefore, nondifferentiable. For this problem, we validate weak, strong and converse duality theorems under bonvexity - boncavity assumptions. A second order self duality theorem is also proved under additional appropriate conditions.

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DUALITY OF WEIGHTED SUM FORMULAS OF ALTERNATING MULTIPLE T-VALUES

  • Xu, Ce
    • Bulletin of the Korean Mathematical Society
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    • v.58 no.5
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    • pp.1261-1278
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    • 2021
  • Recently, a new kind of multiple zeta value of level two T(k) (which is called multiple T-value) was introduced and studied by Kaneko and Tsumura. In this paper, we define a kind of alternating version of multiple T-values, and study several duality formulas of weighted sum formulas about alternating multiple T-values by using the methods of iterated integral representations and series representations. Some special values of alternating multiple T-values can also be obtained.

CONTINUOUS PROGRAMMING CONTAINING SUPPORT FUNCTIONS

  • Husain, I.;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.75-106
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    • 2008
  • In this paper, we derive necessary optimality conditions for a continuous programming problem in which both objective and constraint functions contain support functions and is, therefore, nondifferentiable. It is shown that under generalized invexity of functionals, Karush-Kuhn-Tucker type optimality conditions for the continuous programming problem are also sufficient. Using these optimality conditions, we construct dual problems of both Wolfe and Mond-Weir types and validate appropriate duality theorems under invexity and generalized invexity. A mixed type dual is also proposed and duality results are validated under generalized invexity. A special case which often occurs in mathematical programming is that in which the support function is the square root of a positive semidefinite quadratic form. Further, it is also pointed out that our results can be considered as dynamic generalizations of those of (static) nonlinear programming with support functions recently incorporated in the literature.

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