This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

A new proof, based on the duality theorem of linear programming, is given of a theorem of V. Strassen, which states essentially that the minimum distance between random variables with given ...