The Duality Theory for General ed Separated Continuous Conic Programming

摘要：

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.

关键词： generalized separated continuous conic programming weak duality strong duality

作者: Xiaoqing Wang

作者单位: Department of Logistics Engineering and Management Lingnan (University) College Sun Yat-sen University Guangzhou, Guangdong 510275

会议类型: 国际会议

会议名称: 2011 Fourth International Symposium on Computational Interlligence and Design 第四届计算智能与设计国际会议 ISCID 2011

会议地点: 杭州

会议语种:英文

页码: 335-339

在线出版日期: 2011-10-28（万方平台首次上网日期，不代表论文的发表时间）