Strong duality for inexact linear programming
- 1 January 2001
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 49 (3) , 243-269
- https://doi.org/10.1080/02331930108844532
Abstract
In this paper, we apply the Dubovitskii-Milyutin approach to derive strong duality theorems for inexact linear programming problems. Inexact linear programming deals with the standard linear problem in which the data is not well known and it is supposed to lie in certain given convex sets. The case of parametric dependence of the data is particularly analyzed and relations with semi-infinite and semi-definite programming are also commented.Keywords
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