CQ-free optimality conditions and strong dual formulations for a special conic optimization problem

WEAK AND STRONG DUALITY THEOREMS FOR FUZZY CONIC OPTIMIZATION PROBLEMS

The objective of this paper is to deal with the fuzzy conic program- ming problems. The aim here is to derive weak and strong duality theorems for a general fuzzy conic programming. Toward this end, The convexity-like concept of fuzzy mappings is introduced and then a speci c ordering cone is established based on the parameterized representation of fuzzy numbers. Un- der this setting, duality t...

Dual Greedy Algorithm for Conic Optimization Problem

In the paper we propose an algorithm for nding approximate sparse solutions of convex optimization problem with conic constraints and examine convergence properties of the algorithm with application to the index tracking problem and unconstrained l1-penalized regression.

weak and strong duality theorems for fuzzy conic optimization problems

the objective of this paper is to deal with the fuzzy conic program- ming problems. the aim here is to derive weak and strong duality theorems for a general fuzzy conic programming. toward this end, the convexity-like concept of fuzzy mappings is introduced and then a speci c ordering cone is established based on the parameterized representation of fuzzy numbers. un- der this setting, duality t...

Strong Dual for Conic Mixed-Integer Programs∗

Mixed-integer conic programming is a generalization of mixed-integer linear programming. In this paper, we present an extension of the duality theory for mixed-integer linear programming (see [4], [11]) to the case of mixed-integer conic programming. In particular, we construct a subadditive dual for mixed-integer conic programming problems. Under a simple condition on the primal problem, we ar...

Necessary and Sucient Optimality Conditions for a Control Fuzzy Linear Problem