• 제목/요약/키워드: weak duality theorem

검색결과 12건 처리시간 0.03초

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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    • 제33권1호
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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.

MULTIOBJECTIVE FRACTIONAL SYMMETRIC DUALITY INVOLVING CONES

  • Ahmad, I.;Sharma, Sarita
    • Journal of applied mathematics & informatics
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    • 제26권1_2호
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    • pp.151-160
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    • 2008
  • A pair of multiobjective fractional symmetric dual programs is formulated over arbitrary cones. Weak, strong and converse duality theorems are proved under pseudoinvexity assumptions. A self duality theorem is also discussed.

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ON DUALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • 충청수학회지
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    • 제26권4호
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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.

SYMMETRIC DUALITY FOR NONLINEAR MIXED INTEGER PROGRAMS WITH A SQUARE ROOT TERM

  • Kim, Do-Sang;Song, Young-Ran
    • 대한수학회지
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    • 제37권6호
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    • pp.1021-1030
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    • 2000
  • We formulate a pair of symmetric dual mixed integer programs with a square root term and establish the weak, strong and converse duality theorems under suitable invexity conditions. Moreover, the self duality theorem for our pair is obtained by assuming the kernel function to be skew symmetric.

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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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    • 제26권3_4호
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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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