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 ...
Mathematics of Operations Research, Vol. 38, No. 3 (August 2013), pp. 569-590 (22 pages) Farkas' lemma is a fundamental result from linear programming providing linear certificates for infeasibility ...
Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...