8 views

Uploaded by Riaz Rahman Bony

Management science

- Scheduling Grid Computing Testcase
- Chapter 4-Duality & Sensitivity Analysis
- Parrilo-LectureNotes-EIDMA
- Vector Calculus With Applications
- CMA5
- Football League Scheduling - Chilean Soccer League Scheduling
- Op Tim Ization Book
- MINLP
- Quantitative Analysis Technical Terms
- Optimal Planning of Storage
- OPERATIONS RESEARCH (Report).pptx
- or
- Berth Allocation in a Container Port Using a Continuous Location Space Approach
- Monge Kantorovich.survey (1)
- Special Purpose
- lecture 1
- rotation
- ps5
- Applied Mathematics - BCA I Sem
- Cui2011

You are on page 1of 14

Definition: Associated with each linear programming problem there is another linear programming

problem is called the dual. The original LPP is called the primal. The dual linear program possesses

many important properties relative to the primal problem. While solving a LPP by simplex method,

we shall simultaneously be solving its associated dual problem as well. The concept of duality will

become clear from the following example:

Primal Problem:

Minimize; z = 3x1 4x 2

Subject to constraint

2x1 4x 2 10

3x1 +2x 2 + 20

x1 ,x 2 0

Let us now introducing two dual variables

Subject to constraint

2y1 +3y 2 3

4y1 +2y 2 4

y1 ,y2 0

Steps to Form a Dual Problem

There are five steps for formulating a dual problem from a given LPP

Step One: If the primal is maximization, the dual is a minimization and vice versa.

Step Two: The right hand side values of the primal constraints become the duals

objective function coefficients

Step Three: The primal objective function coefficients becomes the right hand side values

of the dual constraints

Step Four: The transpose of the primal constraint coefficients become the dual constraint

coefficients

Step Five: Constraint inequality signs are reversed.

Dual Problem when Primal is in the Canonical Form

The general linear programming problem always can be written as the following form;

Maximize

z = c1x1 +c 2 x 2 +...................+c n x n

following m constraints;

a 21x1 +a 22 x 2 +.........+a 2n x n b 2

.

.

.

a m1x1 +a m2 x 2 +.........+a mn x n b m

and

x j 0; j = 1, 2,.......,n

The above formulation can be written as the following compact form by using the

z=

summation sign maximize

Subject to the conditions;

c x

j

j=1

a x

ij

bi ;i=1, 2,.......,m

j=1

x 0; j = 1, 2,.......,n

and j

In matrix notation the above equations can be written as;

Maximize z = CX

Subject to the conditions

AX b

X0

Where

x1

b1

x 2

b 2

.

.

a11 a12 ...... a1n

X= .

B= .

a 21 a 22 ...... a 2n

.

.

A= .

.

.

.

.

.

.

.

.

.

b

... ... c n 1 n

x n n 1 ;

a m1 a m2 ...... a mn mn ;

m m n

;

C= c1 c 2

Where, A is called the coefficient matrix, X is called the decision vector, B is called the

requirement vector and C is called the cost vector of linear programming problem

The associated dual problem of the given primal problem is given by;

Minimize; z =by

Subject to

Ay C

y0

y=(y , y , y ......, y )

1

2

3

m

Where,

These relationships are called symmetric primal-dual pairs.

The above pair of programs can be written as

Primal

Dual

Maximize, z=

c jx j

j 1

Subject to

ij

Minimize, z= bi yi

i=1

x j bi ; i 1, 2,....., m Subject t

j=1

x j 0; j = 1, 2,...,n

a y

ij i

c j ; j=1, 2,...,n

i=1

yi 0; i = 1, 2,.....,m

From the above two programmes the following points should be kept in mind

(i) If the primal contains n variables and m constraints, the dual will contain m variables

and n constraints

(ii) The maximization problem in the primal problem becomes the minimization problem in

the dual and vice-versa

(iii) The maximization problem has constraints while the minimization problem has

constraints

(iv) The cost coefficients of the objective function of the primal appear as the RHS values

of the dual constraints

(v) The RHS values of the primal constraints become the coefficient of the objective

function of the dual problem

(vi) The variables in both problems are non-negative.

The Canonical Form of L.P. Problem

The general linear programming problem always can be written as the following form;

2

Maximize

z = c1x1 +c 2 x 2 +...................+c n x n

following m constraints;

a 21x1 +a 22 x 2 +.........+a 2n x n b 2

.

.

.

a m1x1 +a m2 x 2 +.........+a mn x n b m

and

x j 0; j = 1, 2,.......,n

The above formulation can be written as the following compact form by using the

n

z=

summation sign maximize

Subject to the conditions;

n

a x

ij

c x

j

j=1

bi ;i=1, 2,.......,m

j=1

and

x j 0; j = 1, 2,.......,n

The

constants

c j ; j =1, 2,......,n

are

called

the

cost

coefficients;

the

constants

bi ; i =1, 2,.......,m are called stipulations and the constants a ij ; i =1, 2,.....,m; j=1,2,.....,n are

called structural coefficients. In matrix notation the above equations can be written as;

Optimize z = CX

Subject to the conditions

AX B

And

X0

Where

C= c1 c 2

x1

b1

x 2

b 2

.

.

a11 a12 ...... a1n

X= .

B= .

a 21 a 22 ...... a 2n

.

.

A= .

.

.

.

.

.

.

.

.

.

b

... ... c n 1 n

x n n 1 ;

a m1 a m2 ...... a mn m n ;

m mn

;

Where, A is called the coefficient matrix, X is called the decision vector, B is called the

requirement vector and C is called the cost vector of linear programming problem

The Characteristics for the Canonical Form are as follows;

(1) All decision variables are non-negative

(2) All constraints are of the types

(3) Objective function is of maximization type

Any linear programming problem can be put in the canonical form by the use of some

elementary transformations

(1) The minimization of a function, f(x) is equivalent to the maximization of the negative

3

z=

c x

j

j=1

is equivalent to

G = -z =- c jx j

j=1

maximize

. Therefore for all linear programming problems the objective

function can be expressed in the maximization form

direction by multiplying both sides of the inequality by -1. For example the linear

constraint

n

a x

ij

bi

j=1

is equivalent to

a ij x j -bi

j=1

(3) An equation may be replaced by two weak inequalities in opposite directions. For

example

n

a x =b

ij

j=1

is equivalent to

a ijx j bi

j=1

Or

ij

and

a ijx j bi

j=1

a x

bi

j=1

and

a ij x j -bi

j=1

x1 , x 2 ,.........,x n

to be all non-negative. It is possible in actual practice, that a variable may be

unconstrained in sign i.e. it may be positive or negative. If a variable is unconstrained, it is

expressed as the difference between two non-negative variables. For example if x is

+

There are two important definitions of duality

(i) Canonical form of duality and (ii) Standard form of duality

Canonical Form of Duality:

Suppose the primal LP problem is given in the form

Minimize, z= CX

Subject to

AX b

X0

Maximize; z = by

Subject to

Ay C

y0

For Example

Let us consider the primal problem

where, x 0 and x 0

+

Minimize, z = x1 x 2

Subject to constaint

3x1 x 2 4

5x1 +2x 2 7

x1 ,x 2 0

In matrix form the problem can be written as

Maximize, Z= CX

Subject to constraint

AX b

X0

C= 1, 1

x1

x 2

X=

3 1

4

b=

5 2 ,

7

A=

Where,

,

,

The dual of primal problem is then given by;

Maximize; z = by

Subject to

Ay C

y0

Equivalent to

y1

y2

z 4, 7

Maximize,

Subject to constraint

3 5 y1

1 2 y2

1

1

Equivalent to

z=4y +7y

1

2

Maximize,

Subject to constraint

3y1 +5y 2 1

y1 +2y 2 1

y1 ,y2 0

Suppose the primal LP problem is given in the form

Minimize, z= CX

Subject to

AX = b

X0

Maximize; z = by

Subject to

Ay C

y unrestricted

For Example

Let us consider the primal problem

Minimize;

z=x1 +x 2

5

3x1 x 2 x 3 4

5x1 +2x 2 x 4 7

x1 ,x 2 ,x 3 ,x 4 0

The dual of primal problem is then given by;

Maximize; z = by

Subject to

Ay C

y unrestricted

Or,

y1

y2

z 4, 7

Maximize,

Subject to constraint

1

-1

0

Or

2

0

y1

y

2

z=4y +7y

1

2

Maximize,

Subject to constraint

3y1 +5y 2 1

y1 +2y 2 1

-y1 0

-y 2 0

y1 ,y 2 unrestricted

The primal problem is the standard form of primal canonical form using the surplus

y ,y 0

variables. Since the last three conditions of dual problem are equivalent to 1 2

, we

see that the standard form and canonical form of duality of the same primal are

equivalent.

Remarks:

(i) In the canonical format of duality the primal must have a minimization objective with all

greater than or equal to constraints and all non-negative variables

(ii) There is exactly one dual variable for each primal constraint and exactly one dual

constraints for each primal variable.

Dual Variable, Dual Constraint and Relationship between Dual and Primal

Problem

Let us now consider the primal LP problem given in the form

Minimize, z= CX

Subject to

AX b

X0

The associated linear programming problem of the given linear programming problem in

determining y R so as to

m

Maximize; z = by;b R m

Subject to

Ay C;C R n

y0

Where A is an mXn real matrix, A is the transpose matrix of A, C is the cost coefficient of

the primal problem. The associated problem is called the dual problem. The variables

(y1 , y 2 ,......,y m ) are called dual variables. The n constraints of the dual problem are called

Primal Dual Relationship

If there are n primal variables in a primal problem, then there must be n dual constraints in

a dual problem and similarly if there are m constraints in a primal problem, there must be

m dual variables in a dual problem. If minimization problem is given in a primal problem,

then we do it maximization in a dual problem or a maximization problem can be converted

into a minimization problem.

If

xj

c j;

to the jth primal variable and ij be the ith coefficient of the jth variable corresponding to

the ith primal constraint (i=1, 2,,m). Let us now consider the primal problem

z = c x +c x +......+c n x n

1 1

2 2

Minimize

Subject to constraint

a 21x1 +a 22 x 2 +.......+a 2n x n b 2

.

.

.

a m1x1 +a m2 x 2 +.......+a mn x n b m

x j 0 j

In matrix form the given problem can be written as

Minimize z = CX

Subject to

AX b

X0

aj

coefficient for jth dual constraint. Moreover the jth cost coefficient j of the jth primal

variable become the right hand side value of the jth dual constraint, and the right side

value of the primal constraint will be the coefficient of the dual objective function. Thus

each primal variable corresponds to a dual constraint. Similar relationship holds for primal

constraints and dual variables. Since there are m constraints in the primal problem, so

there must be m dual variables in the dual problem, let us now define these dual variables

*

Maximize z = b y

as

Subject to constraint

Ay C

y0

Both the primal as well as its dual and the above relationship can be displayed in a single

table as shown below;

7

x1

x2 . . .

y1 a11 a12

y 2 a 21 a 22

.

. .

.

. .

.

. .

y m am1 am 2

c1

c2

xn

. . . a 1n

. . . .

. . . .

. . . .

. . . .

. . . amn

cn

b1

b

2

.

.

.

Primal

Minimization

Dual

Maximization

Variables 0

Constarints ;

Unrestricted

=

Constraints

Variables 0

Unrestricted

Let us now consider the primal problem as follows;

P: Minimize z = CX

Subject to

AX b

X0

D: Maximize z=by

Ay C

y0

Since the problem D itself a linear programming problem we can write its dual to do it and

we write D as

Minimize z=(-b)y

(-A)y -C

y0

Maximize z=(-c)X

(-A)X (b)

X0

Which is equivalent to

Minimize z= CX

AX b

X0

Problem: Obtain the dual problem of the following LPP

z = 2x +5x +6x 3

1

2

Maximize

Subject to constraints

5x1 +6x 2 -x 3 3

-2x1 +x 2 +4x 3 4

x1 -5x 2 +3x 3 1

3x1 -3x 2 +7x 3 6

(x1 , x 2 , x 3 ) 0

Also verify that the dual of the dual is the primal problem.

Solution: The given primal problem can be written in determining

follows;

X = (x1, x 2 , x 3 ) as

Maximize z = CX

Subject to constraint

AX b

X0

Where,

5 6 1

3

x1

2 1 4

4

C =(2, 5, 6) ; A=

; X= x 2 ;b =

1 5 3

1

x

3 3 7

6

y=(y1 , y 2 , y3 , y 4 ) be the dual variables, then the problem is to determine y

Let us define,

so that

Subject to

Ay C

y1 ,y 2 ,y3 , y 4 0

y1

5 2 1 3

y 2

6 1 5 3

y

1 4 3 7 3

y

4

5y1 -2y 2 +y3 +3 y 4 2

2

5

6y1 +y 2 -5y 3 -3 y 4 5

-y1 +4y 2 +3y3 +7y 4 6

y1 ,y 2 ,y3 , y 4 0

Now we can restate this dual problem as follows:

Maximize,

y1

5 2 1 3

y

6 1 5 3 2

1 4 3 7 y3

y

4

2

5

6

The dual problem in this form looks like the primal problem and we can write down the

dual of this dual problem. The dual of this dual problem in determining

be written as

Subject to constraint

9

5 6 1

2 1 4

1 5 3

3 3 7

(x1 , x 2 , x 3 ) 0

x1

x 2

x

3

3

4

1

z = 2x +5x +6x 3

1

2

Maximize

Subject to constraints

5x1 +6x 2 -x 3 3

-2x1 +x 2 +4x 3 4

x1 -5x 2 +3x 3 1

3x1 -3x 2 +7x 3 6

(x1 , x 2 , x 3 ) 0

Fundamental Theorems of Dual Optimality

With regard to the primal and dual linear programming problems exactly one of the

following statements is true

*

*

*

(i) Both possesses optimal solutions x and w with Cx =w b

(ii) One problem has unbounded objective value in which case the other problem must be

infeasible

(iii) Both problems are infeasible

That is;

Optimal

Optimal

Infeasible

Unbounded or Infeasible

Optimal

Optimal

Infeasible

Unbounded or Infeasible

Complementary Slackness

*

*

Let x and w be any pair of optimal solutions to the primal and dual problems

P: Minimize z = CX

Subject to

AX b

X0

And

D: Maximize z = bW=Wb

Subject to

AW C

W0

Then

Cx * W *Ax * W *b

*

*

Since x and w both are optimal, the optimal objective are equal

Cx * =W *b=W *Ax *

This gives

10

W* ( Ax * b) 0

and (C-W *A)x * = 0

*

*

Since W 0 and Ax b , then writing the above two equations in their components

Wi* ( a i x* b i ) 0; i 1, 2,...., m

and (c j -W *a j )x j* = 0;j=1, 2,....,n

These implies that

x j* >0 W *a j = c j

W*a j < c j x j* 0

Wi* 0 a i x * =bi

a i x * >b i Wi* 0

This leads to the fundamental theorem of complementary slackness.

If a variable in one problem is positive then the corresponding constraint in the other

problem must be tight and if a constraint in one problem is not tight, then the

corresponding variable in the other problem must be zero.

Problem: From the given primal problem, make the dual problem and solve the dual

problem graphically.

Subject to;

x1 +x 2 +2x 3 +x 4 +3x 5 4

2x1 -2x 2 +3x 3 +x 4 +x 5 3

x1 ,x 2 ,x 3 ,x 4 ,x 5 0

w1 and w 2 be the dual variables. The dual problem of the given primal

Solution: Let

problem is given by;

w1 +2w 2 2

w1 -2w 2 3

2w1 +3w 2 5

w1 +w 2 2

3w1 +w 2 3

w1 ,w 2 0

w and w 2 be the two dual variables hence it can be solved graphically

Since 1

w1 +2w 2 =2 >0

w1 +2w 2 2 x1* 0

w1 -2w 2 =-2/5<3 x *2 0

2w1 +3w 2 17 / 5 5 x *3 0

w1 +w 2 7 / 5 2 x *4 0

3w1 +w 2 3 x *5 0

w = 4/5>0 , so in optimality of primal constraint must be tight

We have 1

x1* +x*2 +2x *3 +x *4 +3x *5 =4

Similarly since

is

w 2 =3/5>0 , the second constraint of the primal problem must be tight that

11

2x1* -x *2 +3x *3 +x *4 +x *5 =3

Now using

*

1

x *2 =x *3 +x *4 =0

we have

*

5

x +3x =4

2x1* +x *5 =3

Solving these equations we have

problem is

x1* =1 and x *5 =1

(x1 , x 2 , x 3 , x 4 , x 5 ) (1,0,0,0,1)

Problem: From the given primal problem, make the dual problem and solve the dual

problem graphically.

Subject to;

6x1 +3x 2 +5x 3 25

3x1 +4x 2 +5x 3 20

x1 ,x 2 ,x 3 0

Dual Simplex Method

This method was developed to solve a primal LPP problem on the basis of the relationship

between primal and dual. It does not require the dual problem at all but takes into

consideration its properties.

Suppose we consider the LP problem as;

Min: z = CX

Subject to

AX=b

X0

(i) If the problem are given as maximization, convert it into minimization problem

(ii) If the constraints are of the types, convert these inequalities into by multiplying

corresponding constraint by (-1)

Initializing Step: In this case we choose a starting basis B of the primal problem such that

z j -c j =C BB-1a j -c j 0; j

According

as

the

column

of

included

in

we

write

Main Step:

(1) If b=B b 0, we stop with the conclusion that the current solution is optimal otherwise

-1

br =Minimum{bi , bi <0}

y 0

2. If rj

for all j, we stop with the conclusion that the dual is unbounded and the primal

is infeasible. Otherwise the pivotal column k is selected by the following minimum ratio

test

z k ck

z c j

= Minimum j

; yrj 0

yrk

j

yrj

x

x

i.e. r will leave the basis B and k will enter into the basis

y

The computation of the new basic solution is based on the Gauss-Jordan row operation.

The pivotal column as the one associated with the entering variable and the pivotal row as

the row associated with the leaving variable. The intersection of the pivotal column and

the pivotal row define the pivotal element.

The Gauss-Jordan computations needed to produce the new basic solution included two

12

types

1. Pivotal row

New pivot row = Current pivot row/Pivot element

2. All other rows including z

New row= (Current row)-(Its pivot column coefficient)X(New pivot row)

Problem:

Maximize, z = -3x1 -x 2

Subject to constraint

x1 +x 2 1

2x1 +3x 2 2

x1 ,x 2 0

Solution: Introducing slack variables

Minimize z* = 3x1 +x 2 +0 x 3 +0 x 4

subject to

x1 +x 2 x 3 1

2x1 +3x 2 x 4 =2

x1 ,x 2 , x 3 ,x 4 0

1 1 -1 0

A=

2 3 0 1 .

Here,

-1 0

B=

Now considering

simplex method.

x1

z

z

x3

x4

z

x3

x2

z

x4

x2

1

0

0

x2

-3

-1

-2

1

0

0

-7/3

-1/3

2/3

1

0

0

-2

1

1

Since there is no

solution

bi <0

x3

x4

RHS

-1

-1

-3

0

1

0

0

0

1

0

-1

-2

0

0

1

0

1

0

-1/3

-1/3

-1/3

2/3

-1/3

2/3

0

1

0

1

1

1

0

0

1

, and

-1

-3

-1

z j -c j 0 j

(x1 ,x 2 , x 3 ,x 4 ) =(0, 1, 0, 1)

Max (z) = -1

Problem: Consider the following linear programming problem

13

Subject to constraint

x1 +2x 2 +x 3 3

2x1 -x 2 +3x 3 4

x1 ,x 2 , x 3 0

Solution: Introducing slack variables

Subject to constraint

-x1 -2x 2 -x 3 x 4 3

-2x1 +x 2 -3x 3 x 5 4

x1 ,x 2 , x 3 , x 4 ,x 5 0

-1 -2 -1 1 0

A=

-2 1 -3 0 1 .

Here,

1 0

B=

Now considering

method.

x1

z

z

x4

x5

z

x2

1

0

0

-2

-1

-2

2/3

-3

-2

1

x3

2/3

1

0

0

-2

1

1

x4

x2

Since there is no

solution

bi <0

x3

-5/3

-1/3

0

0

1

, and

x4

-4

-1

-3

x5

0

1

0

-1

-3

-1

z j -c j 0 j

0

1

0

RHS

0

0

1

0

-3

-4

4/3

1/3

16/3

4/3

1

1

1

(x1 ,x 2 , x 3 ,x 4 ) =(0, 1, 0, 1)

Max (z) = -1

14

- Scheduling Grid Computing TestcaseUploaded byAmmar Githam
- Chapter 4-Duality & Sensitivity AnalysisUploaded byJoo Gabriel
- Parrilo-LectureNotes-EIDMAUploaded byFederico Lopez
- Vector Calculus With ApplicationsUploaded byRaymond N Cox
- CMA5Uploaded byGundrathi Narendra Goud
- Football League Scheduling - Chilean Soccer League SchedulingUploaded byAman Singh
- Op Tim Ization BookUploaded bysuhangdageek
- MINLPUploaded byFebriza Imansuri
- Quantitative Analysis Technical TermsUploaded byMaireen Jamie Balibalos
- Optimal Planning of StorageUploaded byasheesh_k_singh1190
- OPERATIONS RESEARCH (Report).pptxUploaded bytenmachan021
- orUploaded byAnshul Mittal
- Berth Allocation in a Container Port Using a Continuous Location Space ApproachUploaded byMadhuShakthi
- Monge Kantorovich.survey (1)Uploaded bySata Ajjam
- Special PurposeUploaded bySheena Pretesto
- lecture 1Uploaded bysuprajaconjeti
- rotationUploaded bypostscript
- ps5Uploaded byEhsan Spencer
- Applied Mathematics - BCA I SemUploaded byAssistant Director
- Cui2011Uploaded byAlessandra Silva
- 25039112Uploaded byjkirsj
- Linear ProgrammingUploaded byVictory M. Dankard
- Marianov 02 - Public SectorUploaded byjtex2
- IntroUploaded bymrloadmovie
- Basic ThUploaded byMithun Haridas
- Introduction to Process SynthesisUploaded byHansraj Rahul
- Models for Project 00 CrowUploaded byrajesh_viper
- Murty(Preface)Uploaded bytrivilintarolas
- 9. Maths - Ijmcar -Köthe Töeplitz Duals of - Mamta a. Wagh _1_ _1Uploaded byTJPRC Publications
- EM 513 - Practice Problem Set 2 - PanamaUploaded byAbel Carr

- Project Management.docxUploaded byRiaz Rahman Bony
- RegressionUploaded byAbhishek Nandi
- Portuguese_Management Accounting PracticesUploaded byRiaz Rahman Bony
- vol 3 No. 2.13Uploaded byAbed Bin Aziz
- LPM Simplex Method Tabular Form1Uploaded byRiaz Rahman Bony
- Decision TheoryUploaded byRiaz Rahman Bony
- 2003_SurveyofMgtAccting EYUploaded byRiaz Rahman Bony
- Research on effects of AISUploaded byRiaz Rahman Bony
- Portugal_Early Cost Accounting Practices and Private OwnershipUploaded byRiaz Rahman Bony

- Liang Kong- Cardy condition for open-closed field algebrasUploaded byjsdmf223
- A Topological Approach to MTL-AlgebrasUploaded byYork Zeng
- Upper Bound Limit Analysis by FEMUploaded byMelkamu Demewez
- Functional Analysis KaltonUploaded byfrank
- BSc(H) MathUploaded byAmit Patra
- Weighted Vector-Valued Holomorphic Functions on Banach SpacesUploaded byscribd8885708
- Tensor iUploaded byMike Alex
- Training a SVM in a PrimalUploaded bympssassygirl
- Mixed Mimetic Spectral Element Method for Stokes Flow- A Pointwise Divergence-free SolutionUploaded byammar_harb
- Vol. 90 Generalized Convexity and Vector OptimizationUploaded byIoana Cristina Petrea
- On a Nonlinear Wave Equation of Kirchhoff-Carrier Type Linear Approximation and Asymptotic Expansion of Solution in a Small ParameterUploaded bynadine
- Topology Preserving Alternating Sequential Filter for Smoothing 2D and 3D ObjectsUploaded bygdenunzio
- Jacob D. Biamonte,Stephen R. Clark and Dieter Jaksch-Categorical Tensor Network StatesUploaded bydcsi3
- Front MatterUploaded byinfiniti786
- Applied Functional Analysis Applications to Mathematical PhysicsUploaded byDietethique
- An Introduction to Banach Space Theory. R. E. Megginson.pdfUploaded byMario
- journal mathUploaded byhungkg
- MarleUploaded bySrinivas Rau
- C AlgebrasUploaded byLeandro Fosque
- Balki QM Problem Set.pdfUploaded byaakaash00710
- BÀI TẬP GT LỒIUploaded bykhongtin
- INTERNATIONAL JOURNAL OF MATHEMATICAL COMBINATORICS, vol. 1/2016Uploaded byMia Amalia
- Malliavin's Calculus and Applications in StochasticUploaded byIgor F. C. Battazza
- Functional Equations-Langlands, R.P.on the Functional Equations Satisfied by Eisenstein SeriesUploaded byvictorcar
- Lecture Notes MIT FunctAnalUploaded byNishant Panda
- Semi producto tensorial de matricesUploaded byAarón Castillo Jiménez
- CagUploaded byMizanur Rahman
- Uploaded byAjay Verma
- Amm Vol121n07Uploaded byRamya Datta
- CosmoMDS08Uploaded byMarni Dee Sheppeard