This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty ...

Mathematics of Operations Research, Vol. 38, No. 3 (August 2013), pp. 569-590 (22 pages) Farkas' lemma is a fundamental result from linear programming providing linear certificates for infeasibility ...

Perold, André, and R. Meidan. "Optimality Conditions and Strong Duality in Abstract and Continuous Time Linear Programming." Journal of Optimization Theory and Applications 40, no. 1 (May 1983): 61–76 ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...

Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it. The traveling salesperson problem is one of the oldest ...