Complementarity in dual max-separable optimization problems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62690094%3A18450%2F11%3A10072230" target="_blank" >RIV/62690094:18450/11:10072230 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Complementarity in dual max-separable optimization problems
Original language description
General duality theory for the class of max-separable optimization problems is considered. In such problems so called max-separable functions occur both as objective functions and as equality or inequality constraint functions. A max-separable function is defined as a function of n variables equal to the maximum of n functions each depending on a different variable. All functions involved are assumed to be continuous and strictly increasing. A pair of optimization problems is introduced, for which the strong duality property can be proved. Complementarity conditions for such dual problems are derived. and demonstrated on numerical examples. The results have applications in post-optimal sensitivity analysis and in other problems of operations research.
Czech name
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Czech description
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Project
<a href="/en/project/GA402%2F09%2F0405" target="_blank" >GA402/09/0405: Development of Non-standard Optimization Methods and their Applications in Economy and Management</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mathematical methods in economics 2011 : part I. : proceedings
ISBN
978-80-7431-058-4
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
188 - 192
Publisher name
Professional publishing
Place of publication
Praha
Event location
Janská Dolina, Slovakia
Event date
Sep 6, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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