A new version of Farkas' lemma and global convex maximization (Q1312036)
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English | A new version of Farkas' lemma and global convex maximization |
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A new version of Farkas' lemma and global convex maximization (English)
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19 January 1994
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The authors give a nonlinear extension of Farkas' Lemma with a reverse convex inequality and apply the results in order to characterize optimality for the following constrained convex maximization problem without regularity condition: maximize \(f(x)\) subject to \(-g(x)- b\in S\), where \(f\) is continuous and convex and \(\lambda g\) is difference sublinear for each \(\lambda\in S^*\).
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nonlinear extension of Farkas' Lemma
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reverse convex inequality
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constrained convex maximization
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