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Duality for max-separable problems

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  • Martin Gavalec
  • Karel Zimmermann

Abstract

In this paper we propose a general duality theory for a class of so called ‘max-separable’ optimization problems. In such problems functions h:R k → R of the form h(x 1 , . . . , x k ) = max j h j (x j ), occur both as objective functions and as constraint functions (h j are assumed to be strictly increasing functions of one variable). As a result we obtain pairs of max-separable optimization problems, which possess both weak and strong duality property without a duality gap. Copyright Springer-Verlag 2012

Suggested Citation

  • Martin Gavalec & Karel Zimmermann, 2012. "Duality for max-separable problems," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(3), pages 409-419, September.
    • Handle: RePEc:spr:cejnor:v:20:y:2012:i:3:p:409-419
    DOI: 10.1007/s10100-011-0203-x
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    References listed on IDEAS

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    1. Qinghong Zhang, 2008. "Uniform LP duality for semidefinite and semi-infinite programming," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 205-213, June.
    2. S. Chadha & Veena Chadha, 2007. "Linear fractional programming and duality," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 15(2), pages 119-125, June.
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    Cited by:

    1. Josef Jablonsky & Petr Fiala, 2012. "Special issue of the Czech Society for Operations Research," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(3), pages 367-368, September.

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