All Questions

I'm trying to prove optimality for a continuous linear program. That is, I have a linear program with an uncountable number of variables and constraints. I'm not sure how to demonstrate feasibility ...

Suppose I have a linear optimization problem involving random variables on some (infinite) probability space $\Omega$. For example, need to maximize expectation $E[Q]$ of random variable $Q$ subject ...

Consider the task of finding flow of size $b$ with minimum possible cost. It may be formulated as linear programming in a following way: $$\boxed{\begin{gather} \min\limits_{f_{ij} \in \mathbb R} &...

I am concerned with proving the existence of the dual of an infinite linear program. In addition to the writings of Rockafellar, Luenberger, and Boyd & Vandenberghe on: subdifferentials, Legendre-...

The problem at hand is to optimize a mixed-integer linear program closely related to the maximum flow problem. I would like to reformulate the problem with its dual and I'm concerned with the ...