Title :
The Duality Theory for Generalized Separated Continuous Conic Programming
Author_Institution :
Dept. of Logistics Eng. & Manage., Sun Yat-sen Univ., Guangzhou, China
Abstract :
In this paper, we consider a kind of new problem called generalized separated continuous conic programming (GSCCP), motivated by the great modeling power of it. By using discretization methodology, we prove that the strong duality holds between GSCCP and its dual under some mild condition. This result serves as a basis for developing algorithms to solving GSCCP efficiently.
Keywords :
duality (mathematics); linear programming; algorithms; discretization methodology; duality theory; generalized separated continuous conic programming; Approximation algorithms; Educational institutions; Heuristic algorithms; Linear programming; Programming; Scheduling; Vectors; generalized separated continuous conic programming; strong duality; weak duality;
Conference_Titel :
Computational Intelligence and Design (ISCID), 2011 Fourth International Symposium on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4577-1085-8
DOI :
10.1109/ISCID.2011.91
