Book contents
- Frontmatter
- Contents
- Notation
- Preface
- Part I Overview of Optimization:Applications and Problem Formulations
- Part II From General Mathematical Background to General Nonlinear Programming Problems (NLP)
- Part III Formulation and Solution of Linear Programming (LP) Problems
- 10 Introduction to LP Models
- 11 Numerical Solution of LP Problems Using the Simplex Method
- 12 A Sampler of LP Problem Formulations
- 13 Regression Revisited: Using LP to Fit Linear Models
- 14 Network Flow Problems
- 15 LP and Sensitivity Analysis, in Brief
- 16 Multiobjective Optimization
- 17 Optimization under Uncertainty
- 18 Mixed-Integer Programming Problems
- 19 Global Optimization
- 20 Optimal Control Problems (Dynamic Optimization)
- 21 System Identification and Model Predictive Control
- Index
17 - Optimization under Uncertainty
from Part III - Formulation and Solution of Linear Programming (LP) Problems
Published online by Cambridge University Press: 17 December 2020
Book contents
- Frontmatter
- Contents
- Notation
- Preface
- Part I Overview of Optimization:Applications and Problem Formulations
- Part II From General Mathematical Background to General Nonlinear Programming Problems (NLP)
- Part III Formulation and Solution of Linear Programming (LP) Problems
- 10 Introduction to LP Models
- 11 Numerical Solution of LP Problems Using the Simplex Method
- 12 A Sampler of LP Problem Formulations
- 13 Regression Revisited: Using LP to Fit Linear Models
- 14 Network Flow Problems
- 15 LP and Sensitivity Analysis, in Brief
- 16 Multiobjective Optimization
- 17 Optimization under Uncertainty
- 18 Mixed-Integer Programming Problems
- 19 Global Optimization
- 20 Optimal Control Problems (Dynamic Optimization)
- 21 System Identification and Model Predictive Control
- Index
Summary
Duality theory has a central role in constrained optimization, both from a theoretical point of view and to enable understanding of solution methods and problem reformulations for special classes of problems.Such applications are presented in the next chapter on Lagrangian relaxation and Lagrangian decomposition.In this chapter, the fundamental background for duality theory is presented along with a basic introduction of key concepts related to it.
- Type
- Chapter
- Information
- Optimization for Chemical and Biochemical EngineeringTheory, Algorithms, Modeling and Applications, pp. 195 - 227Publisher: Cambridge University PressPrint publication year: 2021