This paper considers fluid analogues for the standard linear programming problem and for a separable nonlinear programming problem. In the former case the usual duality results are demonstrated using ...

CSCI 5654: Linear Programming CSCI 5654: Linear Programming Instructor Fall 2016: Sriram Sankaranarayanan Prerequisites Calculus I,II + Algorithms + Linear Algebra. Topics Covered Roughly, we will ...

The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.

The present paper offers a solution to this time-honored problem from an optimization point of view using linear programming duality under a simple random walk assumption for the stock price process, ...

Introduction to the theory and solution methods of linear and nonlinear programming problems, including: linear programming duality, Lagrangian duality, convex programming and Karush-Kuhn-Tucker ...

Perold, André, and R. Meidan. "Optimality Conditions and Strong Duality in Abstract and Continuous Time Linear Programming." Journal of Optimization Theory and Applications 40, no. 1 (May 1983): 61–76 ...

Using linear programming duality we derive a simple and explicit solution. What's interesting is both primal and dual solutions have clear financial interpretations and they provide useful guidance to ...

"Using our previous results, we demonstrated that the duality operators can be realized as unitary linear-depth quantum circuits when supplementing the Hilbert space with ancillary degrees of ...

Duality operators in symmetric 1D quantum lattice models can be implemented as unitary quantum circuits with linear depth by extending the Hilbert space with ancillary degrees of freedom and ...