Primal Attainment in Convex Infinite Optimization Duality

This article provides results guarateeing that the optimal value of a given convex infinite optimization problem and its corresponding surrogate Lagrangian dual coincide and the primal optimal value is attainable. The conditions ensuring converse strong Lagrangian (in short, minsup) duality involve the weakly-inf-(locally) compactness of suitable functions and the linearity or relative closedness of some sets depending on the data. Applications are given to different areas of convex optimization, including an extension of the Clark-Duffin Theorem for ordinary convex programs.

Information relaxations and duality in stochastic dynamic programs

We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Robust linear semi-infinite programming duality under uncertainty

In this paper, we propose a duality theory for semi-infinite linear programming problems under uncertainty in the constraint functions, the objective function, or both, within the framework of robust optimization. We present robust duality by establishing strong duality between the robust counterpart of an uncertain semi-infinite linear program and the optimistic counterpart of its uncertain Lagrangian dual. We show that robust duality holds whenever a robust moment cone is closed and convex. We then establish that the closed-convex robust moment cone condition in the case of constraint-wise uncertainty is in fact necessary and sufficient for robust duality. In other words, the robust moment cone is closed and convex if and only if robust duality holds for every linear objective function of the program. In the case of uncertain problems with affinely parameterized data uncertainty, we establish that robust duality is easily satisfied under a Slater type constraint qualification. Consequently, we derive robust forms of the Farkas lemma for systems of uncertain semi-infinite linear inequalities.

Algebraic duality theorems for infinite LP problems

In this paper we consider a primal-dual infinite linear programming problem-pair, i.e. LPs on infinite dimensional spaces with infinitely many constraints. We present two duality theorems for the problem-pair: a weak and a strong duality theorem. We do not assume any topology on the vector spaces, therefore our results are algebraic duality theorems. As an application, we consider transferable utility cooperative games with arbitrarily many players.

Invex nonsmooth alternative theorem and applications

An invex constrained nonsmooth optimization problem is considered, in which the presence of an abstract constraint set is possibly allowed. Necessary and sufficient conditions of optimality are provided and weak and strong duality results established. Following Geoffrion's approach an invex nonsmooth alternative theorem of Gordan type is then derived. Subsequently, some applications on multiobjective programming are then pursued. © 2000 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint.

Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints

This article considers a semi-infinite mathematical programming problem with equilibrium constraints (SIMPEC) defined as a semi-infinite mathematical programming problem with complementarity constraints. We establish necessary and sufficient optimality conditions for the (SIMPEC). We also formulate Wolfe- and Mond-Weir-type dual models for (SIMPEC) and establish weak, strong and strict converse duality theorems for (SIMPEC) and the corresponding dual problems under invexity assumptions.

Duality of weak and strong scatterer in a Luttinger liquid coupled to massless bosons

We study electronic transport in a Luttinger liquid with an embedded impurity, which is either a weak scatterer (WS) or a weak link (WL), when interacting electrons are coupled to one-dimensional massless bosons (e.g., acoustic phonons). We find that the duality relation, ?WS?WL=1, between scaling dimensions of the electron backscattering in the WS and WL limits, established for the standard Luttinger liquid, holds in the presence of the additional coupling for an arbitrary fixed strength of boson scattering from the impurity. This means that at low temperatures such a system remains either an ideal insulator or an ideal metal, regardless of the scattering strength. On the other hand, when fermion and boson scattering from the impurity are correlated, the system has a rich phase diagram that includes a metal-insulator transition at some intermediate values of the scattering.

Balls up : the converse blank canvas project

Research background: For decades the Chuck Taylor All Star basketball shoe (first designed in 1921 by Converse, an American shoe company), has been an iconic item of fashion apparel, particularly for the youth oriented market - as a form of self expression and identify, adolescents have for generations been customising their Converse sneakers to create innovative and unique footwear. Although originally developed purely for sport, sneakers gradually crossed over into fashion and the majority of athletic shoes are now purchased for street fashion or leisure wear. Artisan Gallery (Brisbane), in conjunction with the exhibition Reboot: Function, Fashion and the Sneaker, a history of the sneaker, selected 20 designers to customise and re-design the classic Converse Chuck Taylor All Stars shoe and in doing so highlighted the diversity of forms possible for creative outcomes. As Artisan Gallery Curator Kirsten Fitzpatrick states “the ‘sports show’, designed to coincide with the Olympics, is also about exploring the sneaker as a platform for creativity... and (one) of the more bazaar creations was Dean Brough's deconstructed shoes to make men’s underwear.” The exhibition ran from 21 June – 16 August 2012: http://artisan-ideaskillproduct.blogspot.com.au/2012/06/converse-blank-canvas-project.html Research question: Even though the sneaker is a fashion item, it still is fundamentally used for foot protection and historically was aligned to ball sports, principally Basketball - as a fashion designers/practitioner how can I connect (in a whimsical manner) this history of usage for ball sports to the sneaker and re-design and re-use all the physical elements of the shoe to produce a unique wearable item of clothing - the selected medium for this challenge and experimentation was the classic archetypal men’s white boxer shorts. Artisan Statement BALLS UP - The Converse Sneaker, it’s almost impossible to imagine a better rounded item to maintain peak performance for all types of ball sports. Gentlemen, your other most precious balls also deserve this level of comfort and support to sustain the hard times – the Converse Boxer, balls up, bats out, get ready to play hard. Research contribution: The project highlighted some of the unique and diverse creative manifestations that are possible from the classic sneaker. From a fashion practitioners’ perspective, the design outcomes (men’s boxer short made from converse sneakers) demonstrated the strong association to iconic fashion apparel, and recognised the connection to wearability and comfort that is requisite in both footwear and men’s underwear. Research significance: The exhibition was viewed by in excess of 1000 people and generated exceptional media coverage and public exposure/impact. As Artisan Gallery Curator Kirsten Fitzpatrick states “20 of Brisbane's best designers were given the opportunity to customise their own Converse Sneakers, with The Converse Blank Canvas Project.” And to be selected in this category demonstrates the calibre of importance for design prominence.

Applications of Gauge/Gravity Duality to QCD and Heavy Ion Collisions

The description of quarks and gluons, using the theory of quantum chromodynamics (QCD), has been known for a long time. Nevertheless, many fundamental questions in QCD remain unanswered. This is mainly due to problems in solving the theory at low energies, where the theory is strongly interacting. AdS/CFT is a duality between a specific string theory and a conformal field theory. Duality provides new tools to solve the conformal field theory in the strong coupling regime. There is also some evidence that using the duality, one can get at least qualitative understanding of how QCD behaves at strong coupling. In this thesis, we try to address some issues related to QCD and heavy ion collisions, applying the duality in various ways.

On duality in linear fractional programming

In this paper, a dual of a given linear fractional program is defined and the weak, direct and converse duality theorems are proved. Both the primal and the dual are linear fractional programs. This duality theory leads to necessary and sufficient conditions for the optimality of a given feasible solution. A unmerical example is presented to illustrate the theory in this connection. The equivalence of Charnes and Cooper dual and Dinkelbach’s parametric dual of a linear fractional program is also established.

Higher grading conformal affine Toda theory and (generalized) sine-Gordon/massive Thirring duality

Some properties of the higher grading integrable generalizations of the conformal affine Toda systems are studied. The fields associated to the non-zero grade generators are Dirac spinors. The effective action is written in terms of the Wess-Zumino-Novikov-Witten (WZNW) action associated to an affine Lie algebra, and an off-critical theory is obtained as the result of the spontaneous breakdown of the conformal symmetry. Moreover, the off-critical theory presents a remarkable equivalence between the Noether and topological currents of the model. Related to the off-critical model we define a real and local lagrangian provided some reality conditions are imposed on the fields of the model. This real action model is expected to describe the soliton sector of the original model, and turns out to be the master action from which we uncover the weak-strong phases described by (generalized) massive Thirring and sine-Gordon type models, respectively. The case of any (untwisted) affine Lie algebra furnished with the principal gradation is studied in some detail. The example of s^l(n) (n = 2, 3) is presented explicitly. © SISSA/ISAS 2003.

Direct and Converse Theorems for Generalized Bernstein-Type Operators

2000 Mathematics Subject Classification: 41A25, 41A27, 41A36.