Introduction to duality in optimization theory

Journal of Optimization Theory and Applications

Volumn 91, Issue 3, 1996, Pages 523-542

  Brinkhuis, J ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Duality theory; Linear programming; Perturbations; Shadow prices

Indexed keywords

SITE SELECTION;

CONDITION; DUALITY IN OPTIMIZATION; DUALITY THEORY; LINEAR-PROGRAMMING; LP PROBLEM; MATRIX FORMS; OPTIMAL LEVEL; OPTIMIZATION THEORY; PERTURBATION; SHADOW PRICE;

LINEAR PROGRAMMING;

EID: 0030376324     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02190120     Document Type: Article

References (6)

1. ROCKAFELLAR, R. T., Conjugate Duality and Optimization, SIAM, Philadelphia, Pennsylvania, 1974.
2. KOJIMA, M., MIZUNO, S., and YOSHISE, A., A Primal-Dual Interior-Point Algorithm for Linear Programming, Progress in Mathematical Programming, Interior Point and Related Methods, Edited by N. Megiddo, Springer Verlag, New York, New York, pp. 29-47, 1989.
3. MONTEIRO, R. D. C., and ADLER, I., Interior Path-Following Primal-Dual Algorithms, Part 1: Linear Programming, Mathematical Programming, Vol. 44, pp. 27-41, 1989.
4. JANSEN, B., ROOS, C., TERLAKY, T., and VIAL, J. P., Primal-Dual Algorithms for Linear Programming Based on the Logarithmic Barrier Method, Journal of Optimization Theory and Applications, Vol. 83, No. 1, pp. 1-26, 1994.
5. DUFFIN, R. J., PETERSON, E. L., and ZENER, C., Geometric Programming, Wiley, New York, New York, 1967.
6. ALEXEEV, V., TIKHOMIROV, V. M., and FOMIN, S., Optimal Control, Plenum, New York, New York, 1987.