Symmetric duality for disjunctive programming with absolute value functionals |
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| Affiliation: | 1. 55 Wellesley St East, Auckland CBD, Auckland 1010, School of Hospitality and Tourism, Auckland University of Technology, Auckland, New Zealand;2. Waikato Management School, University of Waikato, Hamilton, New Zealand;3. UTS Business School, University of Technology Sydney, Australia |
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| Abstract: | In this paper we develop a complete duality theory for a couple of disjunctive linear programming problems with absolute value functionals. The pair of dual problems constructed has no duality gap, and may be considered as a generalization of the duality theory for convex programming. |
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