• Title/Summary/Keyword: duality

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Sufficient conditions for zero duality gap of lagrangean relaxation

  • Kim, Sehun
    • Journal of the Korean Operations Research and Management Science Society
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    • v.10 no.2
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    • pp.24-27
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    • 1985
  • This paper presents sufficient conditions for zero duality gap of Lagrangean relaxation in mixed integer programming problems and discusses about an algorithm which updates multipiers using the dual varibles of the linear programming constructed by fixing integer variables.

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GENERALIZED INVEXITY AND DUALITY IN MULTIOBJECTIVE NONLINEAR PROGRAMMING

  • Das, Laxminarayan;Nanda, Sudarsan
    • Journal of applied mathematics & informatics
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    • v.11 no.1_2
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    • pp.273-281
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    • 2003
  • The purpose of this paper is to study the duality theorems in cone constrained multiobjective nonlinear programming for pseudo-invex objectives and quasi-invex constrains and the constraint cones are arbitrary closed convex ones and not necessarily the nonnegative orthants.

NORMALIZED DUALITY MAPPING AND GENERALIZED BEST APPROXIMATIONS

  • Park, Sung Ho;Rhee, Hyang Joo
    • Journal of the Chungcheong Mathematical Society
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    • v.24 no.4
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    • pp.849-862
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    • 2011
  • In this paper, we introduce certain concepts which provide us with a perspective and insight into the generalization of orthogonality with the normalized duality mapping. The material of this paper will be mainly, but not only, used in developing algorithms for the best approximation problem in a Banach space.

Analyzing the Modes of Mathematically Gifted Students' Visualization on the Duality of Regular Polyhedrons (다면체의 쌍대 탐구 과정에서 초등수학영재들이 보여주는 시각화 방법 분석)

  • Lee, Jin Soo;Song, Sang Hun
    • Journal of Elementary Mathematics Education in Korea
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    • v.17 no.2
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    • pp.351-370
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    • 2013
  • The purpose of this study is to analyze the modes of visualization which appears in the process of thinking that mathematically gifted 6th grade students get to understand components of the three-dimensional shapes on the duality of regular polyhedrons, find the duality relation between the relations of such components, and further explore on whether such duality relation comes into existence in other regular polyhedrons. The results identified in this study are as follows: First, as components required for the process of exploring the duality relation of polyhedrons, there exist primary elements such as the number of faces, the number of vertexes, and the number of edges, and secondary elements such as the number of vertexes gathered at the same face and the number of faces gathered at the same vertex. Second, when exploring the duality relation of regular polyhedrons, mathematically gifted students solved the problems by using various modes of spatial visualization. They tried mainly to use visual distinction, dimension conversion, figure-background perception, position perception, ability to create a new thing, pattern transformation, and rearrangement. In this study, by investigating students' reactions which can appear in the process of exploring geometry problems and analyzing such reactions in conjunction with modes of visualization, modes of spatial visualization which are frequently used by a majority of students have been investigated and reactions relating to spatial visualization that a few students creatively used have been examined. Through such various reactions, the students' thinking in exploring three dimensional shapes could be understood.

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COHERENT AND CONVEX HEDGING ON ORLICZ HEARTS IN INCOMPLETE MARKETS

  • Kim, Ju-Hong
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.413-428
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    • 2012
  • Every contingent claim is unable to be replicated in the incomplete markets. Shortfall risk is considered with some risk exposure. We show how the dynamic optimization problem with the capital constraint can be reduced to the problem to find an optimal modified claim $\tilde{\psi}H$ where$\tilde{\psi}H$ is a randomized test in the static problem. Convex and coherent risk measures defined in the Orlicz hearts spaces, $M^{\Phi}$, are used as risk measure. It can be shown that we have the same results as in [21, 22] even though convex and coherent risk measures defined in the Orlicz hearts spaces, $M^{\Phi}$, are used. In this paper, we use Fenchel duality Theorem in the literature to deduce necessary and sufficient optimality conditions for the static optimization problem using convex duality methods.

The Most and Least Greedy Algorithms for Integer Bit Allocation (정수 비트 할당을 위한 최대 탐욕 및 최소 탐욕 알고리즘에 관한 연구)

  • Lim, Jong-Tae;Yoo, Do-Sik
    • Journal of Advanced Navigation Technology
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    • v.11 no.4
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    • pp.388-393
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    • 2007
  • In designing transform coders bit allocation is one of the important issues. In this paper we propose two optimal algorithms for integer bit allocation in transform coding. Based on high-resolution formulas for bit allocation, the most and least greedy algorithms are developed to optimally adjust non-integer bit rates of coefficient quantizers to integer values. In particular, a duality property is observed between the two greedy algorithms.

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ON NONLINEAR PROGRAMMING WITH SUPPORT FUNCTIONS

  • Husain, I.;Abha;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • v.10 no.1_2
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    • pp.83-99
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    • 2002
  • Optimality conditions are derived for a nonlinear program in which a support function appears in the objective as well as in each constraint function. Wolfe and Mond-Weir type duals to this program are presented and various duality results are established under suitable convexity and generalized convexity assumptions. Special cases that often occur in the literature are those in which a support function is the square root of a positive semi- definite quadratic form or an Lp norm. It is pointed out that these special cases can easily be generated from our results.