WOLFE TYPE DUALITY FOR LINEAR OPTIMIZATION PROBLEMS WITH EQUILIBRIUM CONSTRAINTS
Corresponding Author(s) : Tran Van Su
UED Journal of Social Sciences, Humanities and Education,
Vol. 8 No. 4 (2018): UED JOURNAL OF SOCIAL SCIENCES, HUMANITIES AND EDUCATION
Duality has an important role in the study of mathematical programming problems , since the weak duality provides a lower bound to the objective function of the primal problem (or the original problem). In this article, we formulate and investigate a Wolfe type duality model for linear optimization problems with equilibrium constraints. Firstly, we propose the Wolfe type duality model and give an example to illustrate the given dual model. Secondly, we establish the weak duality and strong duality theorems for a pair of the primal problem (LOPEC) and the Wolfe type dual problem (DWLOPEC). Finally, we present an example to illustrate the strong duality result in the paper.
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