Linear programming with matrix variables
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Publication:1154386
DOI10.1016/0024-3795(81)90009-4zbMath0464.90052OpenAlexW2052229030WikidataQ114852108 ScholiaQ114852108MaRDI QIDQ1154386
Publication date: 1981
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(81)90009-4
Linear programming (90C05) Matrices over special rings (quaternions, finite fields, etc.) (15B33) Matrix equations and identities (15A24) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Duality theory (optimization) (49N15)
Related Items
Duality theory for the matrix linear programming problem, Symmetric Duality with Invexity in Static and Continuous Fractional Programming, Generalized Benders' decomposition for topology optimization problems, Method of centers for minimizing generalized eigenvalues, Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
Cites Work
- Linear programming in complex space
- More on linear inequalities with applications to matrix theory
- Lagrangean conditions and quasiduality
- Generalizations of Farkas’ Theorem
- On duality in complex linear programming
- A Note on Farkas Lemmas over Cone Domains
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