Linear programming related to homogeneous programming (Q916577)
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English | Linear programming related to homogeneous programming |
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Linear programming related to homogeneous programming (English)
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1990
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Homogeneous programming problems are optimization problems with positively homogeneous objective functions and positively homogeneous constraints. Every linear programming problem is represented as a homogeneous programming problem. In this paper, it is stated that every homogeneous programming problem is equivalent to a linear programming problem formulated in an infinite-dimensional space. Furthermore the author notes that Kretschmer's condition for the duality in linear programming problems gives a new condition for the duality in homogeneous programming problems, which is a slight generalization of Gwinner's one.
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Homogeneous programming
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positively homogeneous objective functions
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positively homogeneous constraints
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duality
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