Displaying similar documents to “Second order converse duality for nonlinear programming.”

Linear programming duality and morphisms

Winfried Hochstättler, Jaroslav Nešetřil (1999)

Commentationes Mathematicae Universitatis Carolinae

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In this paper we investigate a class of problems permitting a good characterisation from the point of view of morphisms of oriented matroids. We prove several morphism-duality theorems for oriented matroids. These generalize LP-duality (in form of Farkas' Lemma) and Minty's Painting Lemma. Moreover, we characterize all morphism duality theorems, thus proving the essential unicity of Farkas' Lemma. This research helped to isolate perhaps the most natural definition of strong maps for...

Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification

Boris S. Mordukhovich, Jiří V. Outrata (2013)

Kybernetika

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The paper concerns the study of tilt stability of local minimizers in standard problems of nonlinear programming. This notion plays an important role in both theoretical and numerical aspects of optimization and has drawn a lot of attention in optimization theory and its applications, especially in recent years. Under the classical Mangasarian-Fromovitz Constraint Qualification, we establish relationships between tilt stability and some other stability notions in constrained optimization....

Linear fractional program under interval and ellipsoidal uncertainty

Maziar Salahi, Saeed Fallahi (2013)

Kybernetika

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In this paper, the robust counterpart of the linear fractional programming problem under linear inequality constraints with the interval and ellipsoidal uncertainty sets is studied. It is shown that the robust counterpart under interval uncertainty is equivalent to a larger linear fractional program, however under ellipsoidal uncertainty it is equivalent to a linear fractional program with both linear and second order cone constraints. In addition, for each case we have studied the dual...