This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty ...

Abstract: Duality is one of the most important topics in optimization either a theoretical and algorithmic perspective. Optimization problem usually involved mathematical model. One of the ...

Abstract: Dual formulations for optimization problems provide a new way to view the same problem, revealing its structure and bounding optimal solutions. A strong dual formulation constructs a problem ...

The primal-dual-ipm project offers a scientific implementation and evaluation of primal-dual interior point methods for linear programming. This includes Mehrotra’s predictor-corrector algorithm. The ...