ISSN:
1573-2878
Keywords:
Minimax theorems
;
Kuhn-Tucker optimality conditions
;
duality theorem
;
converse duality theorem
;
constraint qualifications
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract For a convex-concave functionL(x, y), we define the functionf(x) which is obtained by maximizingL with respect toy over a specified set. The minimization problem with objective functionf is considered. We derive necessary conditions of optimality for this problem. Based upon these necessary conditions, we define its dual problem. Furthermore, a duality theorem and a converse duality theorem are obtained. It is made clear that these results are extensions of those derived in studies on a class of nondifferentiable mathematical programming problems.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01262976
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