Primal and dual optimality criteria in convex programming

Unternehmensforschung - Tập 21 - Trang 197-209 - 1977
A. Ben-Tal1, A. Charnes2
1Department of Computer Science, Technion, Haifa, Israel
2Center for cybernetic studies, The University of Texas at Austin, Austin, USA

Tóm tắt

This paper considers the problem of minimizing a convex differentiable function subject to convex differentiable constraints. Necessary and sufficient conditions (not requiring any constraints qualification) for a point to be an optimal solution are given in terms of a parametric linear program. Dual characterization theorems are then derived, which generalizes the classical results ofKuhn-Tucker andJohn.

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