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math.OC2020
On strong duality, theorems of the alternative, and projections in conic optimization
Temitayo Ajayi, Akshay Gupte, Amin Khademi +1
A conic program is the problem of optimizing a linear function over a closed convex cone intersected with an affine preimage of another cone. We analyse three constraint qualificat…
math.OC2020
A Gilmore-Gomory-Type Construction of Integer Programming Value Functions
Seth Brown, Wenxin Zhang, Temitayo Ajayi +1
In this paper, we analyze how sequentially introducing decision variables into an integer program (IP) affects the value function and its level sets. We use a Gilmore-Gomory approa…