Duality Theory in Fuzzy Linear Programming Problems with Fuzzy Coefficients

The concept of fuzzy scalar (inner) product that will be used in the fuzzy objective and inequality constraints of the fuzzy primal and dual linear programming problems with fuzzy coefficients is proposed in this paper. We also introduce a solution concept that is essentially similar to the notion of Pareto optimal solution in the multiobjective programming problems by imposing a partial ordering on the set of all fuzzy numbers. We then prove the weak and strong duality theorems for fuzzy linear programming problems with fuzzy coefficients.     

Duality for Algebraic Linear Programming

A duality theory for algebraic linear (integer) programming (ALP) is developed which is of the same importance for linear (integer) programming with linear algebraic objectives as linear programming duality is for classical LP. In particular, optimality criteria for primal, primal-dual, and dual methods are given which generalize feasibility and complementarity criteria of classical LP. Strong duality results are given for special combinatorial problems. Further, the validity and finiteness of a primal simplex method based on a feasibility criterion are proved in the case of nondiscrete variables. In this case a strong duality result is shown.     

Duality and Correction of Inconsistent Constraints for Improper Linear Programming Problems

We continue the study of approximation properties of alternative duality schemes for improper problems of linear programming. The schemes are based on the use of the classical Lagrange function regularized simultaneously in primal and dual variables. The earlier results on the connection of its saddle points with the lexicographic correction of the right-hand sides of constraints in improper problems of the first and second kind are transferred to a more general type of improperness. Convergence theorems are presented and an informal interpretation of the obtained generalized solution is given.     

Approximate Solutions and Duality Theorems for Continuous-Time Linear Fractional Programming Problems

This article proposes a practical computational procedure to solve a class of continuous-time linear fractional programming problems by designing a discretized problem. Using the optimal solutions of proposed discretized problems, we construct a sequence of feasible solutions of continuous-time linear fractional programming problem and show that there exists a subsequence that converges weakly to a desired optimal solution. We also establish an estimate of the error bound. Finally, we provide two numerical examples to demonstrate the usefulness of this practical algorithm.     

On Linear Programming Duality and Necessary and Sufficient Conditions in Minimax Theory

In this paper we discuss necessary and sufficient conditions for different minimax results to hold using only linear programming duality and the finite intersection property for compact sets. It turns out that these necessary and sufficient conditions have a clear interpretation within zero-sum game theory. We apply these results to derive necessary and sufficient conditions for strong duality for a general class of optimization problems. The authors like to thank the comments of the anonymous referees for their remarks, which greatly improved the presentation of this paper.     

Wolfe Duality for Interval-Valued Optimization

Weak and strong duality theorems in interval-valued optimization problem based on the formulation of the Wolfe primal and dual problems are derived. The solution concepts of the primal and dual problems are based on the concept of nondominated solution employed in vector optimization problems. The concepts of no duality gap in the weak and strong sense are also introduced, and strong duality theorems in the weak and strong sense are then derived.     

双层规划问题基于对偶理论的遗传算法

针对下层为线性规划的非线性双层规划问题，提出了一种基于下层对偶理论的遗传算法。首先利用下层对偶问题可行域的极点对上层变量的取值域进行划分，使得每一个划分区域对应一个极点。根据原一对偶问题最优解的关系，确定每个划分区域对应的下层最优解。其次利用罚函数方法处理了上层约束，设计了一个依赖于种群变化的动态罚因子。对20个测试问题的数值结果表明，所提出的算法是可行有效的。     

Generalized Invexity and Duality in Multiobjective Programming Problems

In this paper, we are concerned with the multiobjective programming problem with inequality constraints. We introduce new classes of generalized type I vector-valued functions. Duality theorems are proved for Mond–Weir and general Mond–Weir type duality under the above generalized type I assumptions.     

Duality Theory in Fuzzy Optimization Problems

A solution concept of fuzzy optimization problems, which is essentially similar to the notion of Pareto optimal solution (nondominated solution) in multiobjective programming problems, is introduced by imposing a partial ordering on the set of all fuzzy numbers. We also introduce a concept of fuzzy scalar (inner) product based on the positive and negative parts of fuzzy numbers. Then the fuzzy-valued Lagrangian function and the fuzzy-valued Lagrangian dual function for the fuzzy optimization problem are proposed via the concept of fuzzy scalar product. Under these settings, the weak and strong duality theorems for fuzzy optimization problems can be elicited. We show that there is no duality gap between the primal and dual fuzzy optimization problems under suitable assumptions for fuzzy-valued functions.     

Second-Order Duality for Nondifferentiable Multiobjective Programming Problems

This paper is concerned with second-order duality for a class of nondifferentiable multiobjective programming problems. Usual duality theorems are proved for Mangasarian type and general Mond–Weir type vector duals under generalized bonvexity assumptions.     

F─广义凸多目标规划的对偶理论

本文讨论Ｆ—广义凸多目标规划的对偶理论，证明了弱对偶、直接对偶和逆对偶定理．主要结果参考文献［１］的推广和发展。     

Duality in Fuzzy Linear Programming: Some New Concepts and Results

A class of fuzzy linear programming (FLP) problems based on fuzzy relations is introduced, the concepts of feasible and -efficient solutions are defined. The class of crisp (classical) LP problems and interval LP problems can be embedded into the class of FLP ones. Moreover, for FLP problems a new concept of duality is introduced and the weak and strong duality theorems are derived. The previous results are applied to the special case of interval LP and compared to the existing literature.     

区间规划问题的最优性条件

区间规划是带有区间参数的规划问题,是一种更易于求解实际问题的柔性规划。它是确定性优化问题的延伸,有区间线性规划和区间非线性规划两种形式。本文讨论了目标函数是区间函数的区间非线性问题。给出了区间规划问题最优性必要条件的较简单证明方法,并利用LU最优解的概念,在一类广义凸函数－(p,r)－ρ－(η,θ)－不变凸函数定义下讨论了最优性充分条件。     

Matrix Games with Fuzzy Goals and Fuzzy Linear Programming Duality

A two person zero-sum matrix game with fuzzy goals is shown to be equivalent to a primal-dual pair of fuzzy linear programming problems. Further certain difficulties with similar studies reported in the literature are also discussed.     

带有极值函数的多目标双层规划问题的对偶

For a multiobjective bilevel programming problem(P) with an extremal-value function,its dual problem is constructed by using the Fenchel-Moreau conjugate of the functions involved.Under some convexity and monotonicity assumptions,the weak and strong duality assertions are obtained.     

Using Duality Theory for Identification of Primal Efficient Points and for Sensitivity Analysis in Multiple Objective Linear Programming

The dual of the multiple objective linear programming problem is defined as a multiparametric LP problem for the right-hand sides. The resulting dual variables are multidimensional and are related to the indifference regions in the primal problem. The formulation of the dual is shown to be preferable to the vector minimization formulation in terms of (a) identifying primal efficient points and indifference regions, and (b) sensitivity analysis.     

非光滑多目标半无限规划问题的混合型对偶

该文研究了非光滑多目标半无限规划问题的混合型对偶.首先,利用Lagrange函数介绍了非光滑多目标半无限规划混合型对偶的弱有效解和有效解的定义.其次,利用Dini?伪凸性建立了非光滑多目标半无限规划混合型对偶的弱对偶定理、强对偶定理和逆对偶定理.该文所得结果推广了已有文献中的主要结果.     

Generation of Degenerate Linear Programming Problems

We present a method for constructing linear programming problems with randomly generated data. Besides the number of variables and constraints, the dimensions of the primal and dual faces are given. We show that, for problems in which the constraint matrix is carelessly constructed with random entries, with probability one only one between primal degeneracy and dual degeneracy appears.     

排序问题的线性规划松弛方法

本文研究排序问题的线性规划松弛方法，对单台机器排序问题1｜prec｜∑wjCj介绍基于三个确定性线性规划松弛的2一近似算法，对平行机排序问题R｜rij｜（wjCj）介绍基于随机线性规划松弛的2-近似算法。这后一个算法对排序问题R｜（wjCj｜是3／2-近似算法．     

Duality Theory and Applications to Unilateral Problems

This paper is concerned with the problem of strong duality between an infinite dimensional convex optimization problem with cone and equality constraints and its Lagrange dual. A necessary and sufficient condition and sufficient conditions, really new, in order that the strong duality holds true are given. As an application, the existence of the Lagrange multiplier associated with the obstacle problem and to an elastic–plastic torsion problem, more general than the ones previously considered, is stated together with a characterization of the elastic–plastic torsion problem. This application is the main result of the paper. It is worth remarking that the usual conditions based on the interior, on the core, on the intrinsic core or on the strong quasi-relative interior cannot be used because they require the nonemptiness of the interior (and of the above mentioned generalized interior concepts) of the ordering cone, which is usually empty.