Duality for inexact semi-infinite linear programming
Juan Alfredo Gómez, Paul Bosch, Jorge Amaya · Optimization · 2005
The aim of this work is to generalize strong duality theorems for inexact linear programming and to derive duality results for inexact semi-infinite programming problems. We give a detailed proof of the general result, using the Dubovitskii–Milyutin approach. The last section contains applications to inexact problems and a few comments for further developments.