Apex duality for constrained optimization

Duality for Linear Chance-constrained Optimization Problems

In this paper we deal with linear chance-constrained optimization problems, a class of problems which naturally arise in practical applications in finance, engineering, transportation and scheduling, where decisions are made in presence of uncertainty. After giving the deterministic equivalent formulation of a linear chance-constrained optimization problem we construct a conjugate dual problem ...

Duality Theory of Constrained Optimization

Convex Duality in Constrained Portfolio Optimization

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Approximate Fenchel-Lagrangian Duality for Constrained Set-Valued Optimization Problems

In this article, we construct a Fenchel-Lagrangian ε-dual problem for set-valued optimization problems by using the perturbation methods. Some relationships between the solutions of the primal and the dual problems are discussed. Moreover, an ε-saddle point theorem is proved.

WEAK AND STRONG DUALITY THEOREMS FOR FUZZY CONIC OPTIMIZATION PROBLEMS

The objective of this paper is to deal with the fuzzy conic program- ming problems. The aim here is to derive weak and strong duality theorems for a general fuzzy conic programming. Toward this end, The convexity-like concept of fuzzy mappings is introduced and then a speci c ordering cone is established based on the parameterized representation of fuzzy numbers. Un- der this setting, duality t...