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Linear fractional program under interval and ellipsoidal uncertainty

Maziar Salahi, Saeed Fallahi (2013)

Kybernetika

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 problems...

Linear optimization with bipolar max-parametric hamacher fuzzy relation equation constraints

Samaneh Aliannezhadi, Ali Abbasi Molai, Behnaz Hedayatfar (2016)

Kybernetika

In this paper, the linear programming problem subject to the Bipolar Fuzzy Relation Equation (BFRE) constraints with the max-parametric hamacher composition operators is studied. The structure of its feasible domain is investigated and its feasible solution set determined. Some necessary and sufficient conditions are presented for its solution existence. Then the problem is converted to an equivalent programming problem. Some rules are proposed to reduce the dimensions of problem. Under these rules,...

Linear optimization with multiple equitable criteria

Michael M. Kostreva, Wodzimierz Ogryczak (2010)

RAIRO - Operations Research

The standard multiple criteria optimization starts with an assumption that the criteria are incomparable. However, there are many applications in which the criteria express ideas of allocation of resources meant to achieve some equitable distribution. This paper focuses on solving linear multiple criteria optimization problems with uniform criteria treated in an equitable way. An axiomatic definition of equitable efficiency is introduced as an refinement of Pareto-optimality. Various generation...

Linear programming duality and morphisms

Winfried Hochstättler, Jaroslav Nešetřil (1999)

Commentationes Mathematicae Universitatis Carolinae

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 oriented matroids....

Linear programming interpretations of Mather’s variational principle

L. C. Evans, D. Gomes (2002)

ESAIM: Control, Optimisation and Calculus of Variations

We discuss some implications of linear programming for Mather theory [13, 14, 15] and its finite dimensional approximations. We find that the complementary slackness condition of duality theory formally implies that the Mather set lies in an n -dimensional graph and as well predicts the relevant nonlinear PDE for the “weak KAM” theory of Fathi [6, 7, 8, 5].

Linear programming interpretations of Mather's variational principle

L. C. Evans, D. Gomes (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We discuss some implications of linear programming for Mather theory [13-15] and its finite dimensional approximations. We find that the complementary slackness condition of duality theory formally implies that the Mather set lies in an n-dimensional graph and as well predicts the relevant nonlinear PDE for the “weak KAM” theory of Fathi [5-8].

Lipschitz modulus in convex semi-infinite optimization via d.c. functions

María J. Cánovas, Abderrahim Hantoute, Marco A. López, Juan Parra (2009)

ESAIM: Control, Optimisation and Calculus of Variations

We are concerned with the Lipschitz modulus of the optimal set mapping associated with canonically perturbed convex semi-infinite optimization problems. Specifically, the paper provides a lower and an upper bound for this modulus, both of them given exclusively in terms of the problem’s data. Moreover, the upper bound is shown to be the exact modulus when the number of constraints is finite. In the particular case of linear problems the upper bound (or exact modulus) adopts a notably simplified...

Lipschitz modulus in convex semi-infinite optimization via d.c. functions

María J. Cánovas, Abderrahim Hantoute, Marco A. López, Juan Parra (2008)

ESAIM: Control, Optimisation and Calculus of Variations

We are concerned with the Lipschitz modulus of the optimal set mapping associated with canonically perturbed convex semi-infinite optimization problems. Specifically, the paper provides a lower and an upper bound for this modulus, both of them given exclusively in terms of the problem's data. Moreover, the upper bound is shown to be the exact modulus when the number of constraints is finite. In the particular case of linear problems the upper bound (or exact modulus) adopts a notably simplified...

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