Theorems of the Alternative for Conic Integer Programming

DOI10.1016/J.ORL.2020.04.003MaRDI QIDQ6319771arXivFDO

Authors Temitayo Ajayi, Varun Suriyanarayana, Andrew J. Schaefer

Publication date 31 May 2019

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.ORL.2020.04.003

Mathematics Subject Classification ID

Linear programming (90C05) Integer programming (90C10) Semidefinite programming (90C22)

arXiv classification

math.OC

Abstract: Farkas' Lemma is a foundational result in linear programming, with implications in duality, optimality conditions, and stochastic and bilevel programming. Its generalizations are known as theorems of the alternative. There exist theorems of the alternative for integer programming and conic programming. We present theorems of the alternative for conic integer programming. We provide a nested procedure to construct a function that characterizes feasibility over right-hand sides and can determine which statement in a theorem of the alternative holds.

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