Duality for minmax programs

Second order duality for minmax fractional programming

In the present paper, two types of second order dual models are formulated for a minmax fractional programming problem. The concept of η-bonvexity/ generalized η-bonvexity is adopted in order to discuss weak, strong and strict converse duality theorems.

Duality and Sensitivity Analysis for Fractional Programs

Generating functions and duality for integer programs

We consider the integer program P→max{c′x|Ax = y;x ∈ N}. Using the generating function of an associated counting problem, and a generalized residue formula of Brion and Vergne, we explicitly relate P with its continuous linear programming (LP) analogue and provide a characterization of its optimal value. In particular, dual variables λ ∈ R have discrete analogues z ∈ C, related in a simple mann...

Duality for Mixed Integer Linear Programs

The theory of duality for linear programs is well-developed and has been successful in advancing both the theory and practice of linear programming. In principle, much of this broad framework can be extended to mixed integer linear programs, but this has proven difficult, in part because duality theory does not integrate well with current computational practice. This paper surveys what is known...

Stochastic programs without duality gaps

This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of solutions and the absence of a duality gap. Our proof uses extended dynamic programming equations, whose validity is established under new relaxed conditions tha...