Mathematics Colloquium: "Duality theory via Fourier-Motzkin Elimination"Mathematics Colloquium: "Duality theory via Fourier-Motzkin Elimination"http://www.haverford.edu/calendar/details/259940KINSC Hilles 109 2014-04-07T16:00:002014-04-07T17:00:00
April 7,2014 4:00PM–5:00PM
KINSC Hilles 109
Chris Ryan (University of Chicago, Booth School of Business). KINSC H109.
Bi-College Mathematics Colloquium
"Duality theory via Fourier- Motzkin Elimination"
Chris Ryan, University of Chicago (Booth School of Business)
Talk at 4:00 in KINSC H109
Tea at 3:30 in the Math Lounge, KINSC H208
Abstract: We explore how Fourier-Motzkin elimination, a standard tool in finite dimensional linear programming, can be used to understand the duality theory of more general optimization problems, including convex programming, conic programming and semi-infinite linear programming. This is joint work with Amitabh Basu (Johns Hopkins) and Kipp Martin (University of Chicago).
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