Abstract

In this paper, we apply the Dubovitskii-Milyutin approach to derive strong duality theorems for inexact linear programming problems. Inexact linear programming deals with the standard linear problem in which the data is not well known and it is supposed to lie in certain given convex sets. The case of parametric dependence of the data is particularly analyzed and relations with semi-infinite and semi-definite programming are also commented. © 2001 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint.