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 ...

Studies linear and nonlinear programming, the simplex method, duality, sensitivity, transportation and network flow problems, some constrained and unconstrained optimization theory, and the ...

The goal of this course is to investigate in-depth and to develop expert knowledge in the theory and algorithms for convex optimization. This course will provide a rigorous introduction to the rich ...

Interior-point methods constitute a robust class of algorithms for solving constrained optimisation problems by exploring the interior of the feasible region instead of traversing its boundary. These ...

Losing energy is rarely a good thing, but now, researchers in Japan have shown how to extend the applicability of thermodynamics to systems that are not in equilibrium. By encoding the energy ...