Circumventing the Slater conundrum in countably infinite linear programs

Archis Ghate

European Journal of Operational Research, 2015, vol. 246, issue 3, 708-720

Abstract: Duality results on countably infinite linear programs are scarce. Subspaces that admit an interior point, which is a sufficient condition for a zero duality gap, yield a dual where the constraints cannot be expressed using the ordinary transpose of the primal constraint matrix. Subspaces that permit a dual with this transpose do not admit an interior point. This difficulty has stumped researchers for a few decades; it has recently been called the Slater conundrum. We find a way around this hurdle.

Keywords: Infinite-dimensional linear optimization; Markov decision processes; Shadow prices (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:246:y:2015:i:3:p:708-720

DOI: 10.1016/j.ejor.2015.04.026

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