103 research outputs found

    Linear programming with matrix variables

    Get PDF
    AbstractLinear programming is formulated with the vector variable replaced by a matrix variable, with the inner product defined using trace of a matrix. The theorems of Motzkin, Farkas (both homogeneous and inhomogeneous forms), and linear programming duality thus extend to matrix variables. Duality theorems for linear programming over complex spaces, and over quaternion spaces, follow as special cases

    Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

    Full text link
    New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to processes with asymptotically coupled and uncoupled finite phase spaces.Comment: 83 page

    Overview of the JET results in support to ITER

    Get PDF

    Invex functions and constrained local minima

    No full text

    Optimal control and invexity

    No full text

    A generalization of Lagrange multipliers: Corrigendum

    No full text

    A duality theorem for a nondifferentiable nonlinear fractional programming problem

    No full text

    Lagrangean conditions and quasiduality

    No full text
    corecore