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Optimality conditions and strong duality in abstract and continuous-time linear programming
Authors:R. Meidan  A. F. Perold
Affiliation:1. Motorola Israel, Tel Aviv, Israel
2. Graduate School of Business Administration, Harvard University, Cambridge, Massachusetts
Abstract:
In this work, optimality conditions for infinite-dimensional linear programs are considered. Strong duality as an optimality condition is investigated. A new approach to duality in the form of positive extendability of linear functionals is proposed. A necessary and sufficient condition for duality in the form of a boundedness test of a related linear program is developed. Elaborating on the continuous time framework, counter cases where duality is not valid are given. In lieu of duality, other generalized duality conditions are proposed for the purpose of testing the optimality of a solution.
Keywords:
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