Duality in Nonlinear Programming: A Simplified Applications-Oriented Development

From MaRDI portal
Revision as of 04:12, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5641019

DOI10.1137/1013001zbMath0232.90049OpenAlexW2107367810MaRDI QIDQ5641019

A. M. Geoffrion

Publication date: 1971

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/304745a3dc2a1d6aff9ad5d1533ad0d4adde82a0




Related Items (only showing first 100 items - show all)

Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problemsAn algorithm for decomposing the parametric space in multiobjective dynamic programming problemsEfficiency in Multi-Objective Fractional Functional ProgrammingThe asymmetric m-travelling salesman problem: A duality based branch-and- bound algorithmFinding efficient solutions in robust multiple objective optimization with SOS-convex polynomial dataMultilinear programming: Duality theoriesLagrangean relaxation and decomposition in an uncapacitated 2-hierarchal location-allocation problemExact penalty functions and stability in locally Lipschitz programmingComputationally efficient MIP formulation and algorithms for European day-ahead electricity market auctionsA characterization of lower semicontinuity of constraint setsMultiple-criterion control: A convex programming approachDuality and symmetry in constrained estimation and control problemsSublinear upper bounds for stochastic programs with recoursePre-invex functions in multiple objective optimizationLeast-norm linear programming solution as an unconstrained minimization problemLagrange duality and partitioning techniques in nonconvex global optimizationSolving multiple-objective problems in the objective spaceHow to solve a design centering problemStability of the solution of definite quadratic programsAn algorithm for generating efficient solutions of multiobjective dynamic programming problemsOutput learning and duality in joint production programsGeneralized Benders Decomposition for one Class of MINLPs with Vector Conic ConstraintThe most probable allocation solution for the p-median problemGeneralization of Fenchel's duality theorem for convex vector optimizationExistence of optimal Lagrange multipliers for certain nonconvex allocation problemsGeneralized Kuhn-Tucker conditions and duality for continuous nonlinear programming problemsA note on the duality gap in nonconvex optimization and a very simple procedure for bid evaluation type problemsFractional programming: Applications and algorithmsAn outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problemOptimization of geometry in truss designDuality theory for maximizations with respect to conesA strengthened test for optimalityA unified theory of optimal multi-level controlGeneralized Benders' decomposition for topology optimization problemsSaddle point optimality criteria for mathematical programming problems with equilibrium constraintsNonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programsA survey on the continuous nonlinear resource allocation problemThe diagonalizability of quadratic functions and the arbitrariness of shadow pricesThe factorization approach to large-scale linear programmingSolving fractional multicriteria optimization problems with sum of squares convex polynomial dataOrdering scheduling problem in manufacturing systemsMulti-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension planAn exact solution method for quadratic matching: the one-quadratic-term technique and generalisationsExplicit duality for convex homogeneous programsHierarchical feedback control for large dynamical systemsAn homage to Joseph-Louis Lagrange and Pierre HuardConvergence and application of a decomposition method using duality bounds for nonconvex global optimizationA dynamic model for the headquarters-subsidiary relationship in MNCsEfficiency in multiple objective optimization problemsDecentralized optimization for distributed-lag models of discrete systemsOn the Pironneau-Polak method of centersCharacterizations of optimality in convex programming: the nondifferentiable caseCharacterization of optimality in convex programming without a constraint qualificationThe optimization of non-linear systems using a new two level methodPrice optimization with reference price effects: a generalized Benders' decomposition method and a myopic heuristic approachSimplicial branch-and-reduce algorithm for convex programs with a multiplicative constraintA duality theorem for nondifferentiable convex programming with operatorial constraintsDuality for generalized fractional programs involving n-set functionsA dual algorithm for the solution of nonlinear variational problems via finite element approximationMathematical Modeling of Scheduling ProblemsFinding efficient solutions for multicriteria optimization problems with SOS-convex polynomialsA dual convex homogeneous programming problemA subgradient duality theoremExistence of efficient solutions for vector maximization problemsOptimal control of constrained problems by the costate coordination structureFour solution techniques for a general one machine scheduling problem. A comparative studyGeometry of optimality conditions and constraint qualifications: The convex caseAn interactive method as an aid in solving multi-objective mathematical programming problemsDecomposition and coordination methods for constrained optimizationConvexification procedures and decomposition methods for nonconvex optimization problemsA survey of various tactics for generating Lagrangian multipliers in the context of Lagrangian dualityA convex form of the quadratic assignment problemDorn's duality for quadratic programs revisited: The nonconvex caseLower level duality and the global solution of generalized semi-infinite programsZero duality gaps in infinite-dimensional programmingDecision making under uncertainty: A semi-infinite programming approachA primal-dual subgradient method for time staged capacity expansion planningEin Subgradientenverfahren zur Klassifikation qualitativer DatenOn a pair of nonlinear mixed integer programming problemsConvexity and concavity properties of the optimal value function in parametric nonlinear programmingAn optimal \((Q,r)\) policy for a multipart assembly system under stochastic part procurement lead timesDuallity and sensitivity in nonconvex quadratic optimization over an ellipsoidGlobal saddle-point duality for quasi-concave programsGeneralized fractional programming: Optimality and duality theoryGeneralized Benders decompositionCalculating surrogate constraintsStrong duality for standard convex programsA theorem of the alternative with application to convex programming: optimality, duality, and stabilityAn elementary survey of general duality theory in mathematical programmingA note on duality gaps in linear programming over convex setsBranch-and-reduce algorithm for convex programs with additional multiplicative constraintsSolving semidefinite quadratic problems within nonsmooth optimization algorithmsOn the characterization of noninferior solutions of the vector optimization problemA penalty function approach for solving bi-level linear programsApplications of the method of partial inverses to convex programming: DecompositionImplied constraints and a unified theory of duality in linear and nonlinear programmingConvexity and differentiability of controlled riskA continuous-time generalization of Gordan's transposition theorem'Multidimensional' extensions and a nested dual approach for the m-median problemOptimality conditions and Lagrangian duality in continuous-time nonlinear programming




This page was built for publication: Duality in Nonlinear Programming: A Simplified Applications-Oriented Development