We present an O(√n L)-iteration homogeneous and self-dual linear programming (LP) algorithm. The algorithm possesses the following features: • It solves the linear programming problem without any ...

This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty ...

Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear Programming: regression, classification and other engineering applications. Integer Linear Programming: Basics, ...