On Zero Duality Gap and the Farkas Lemma for Conic Programming (Q3169012): Difference between revisions
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scientific article
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English | On Zero Duality Gap and the Farkas Lemma for Conic Programming |
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On Zero Duality Gap and the Farkas Lemma for Conic Programming (English)
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27 April 2011
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conic programming
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counterexample
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duality gap
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Farkas lemma
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hedging prices
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