Global saddle-point duality for quasi-concave programs

DOI10.1007/BF01589356zbMath0461.90058OpenAlexW2094819459MaRDI QIDQ3911673

Jacob Flachs

Publication date: 1981

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01589356

zbMATH Keywords

perturbationsmultiplier methodsbifunctionconjugate-like operatorsglobal saddle-point dualityquasi-concave programs

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31)

Related Items (6)

Multipliers and general Lagrangians ⋮ Quasiconvex duality theory by generalized conjugation methods ⋮ A duality approach to minimax results for quasi-saddle functions in finite dimensions ⋮ Conjugaison par tranches ⋮ Global saddle-point duality for quasi-concave programs, II ⋮ Bibliography in fractional programming

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Equivalence between a generalized Fenchel duality theorem and a saddle- point theorem for fractional programs
• The multiplier method of Hestenes and Powell applied to convex programming
• Fractional Programming. I, Duality
• Duality in Fractional Programming: A Unified Approach
• Two-Person Bargaining Problems and Comparable Utility
• Duality theorems for certain programs involving minimum or maximum operations
• Further results on fuzzy-mathematical programming
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Convex Analysis
• Quasi-Convex Programming
• Duality in Nonlinear Programming: A Simplified Applications-Oriented Development

This page was built for publication: Global saddle-point duality for quasi-concave programs