Duality Theory in Continuous-Time Linear Optimization
DOI:
https://doi.org/10.5540/03.2020.007.01.0374Palabras clave:
Continuous-Time Optimization, Linear Optimization, Duality.Resumen
In this work, classical results from duality theory are obtained for continuous-time linear optimization problems with inequality constraints. Weak and strong duality properties, as well as, the complementary slackness theorem are established.
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2020-02-20
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