On a linear program in the space of Borel measures and the problem of exact inequalities for derivatives (Q923360)

This paper studies duality and existence results for the linear program: \[ \text{ minimize } \int_{C}\phi_ 0d\mu \text{ subject to } \int_{C}\phi_ dd\mu \leq \gamma,\quad j=1,2,...,m,\quad \mu \in V_+(C), \] where \(C\subset {\mathbb{R}}_ n\); \(V_+(C)\) is the cone of nonnegative regular Borel measues \(\mu\) on C; \(\phi_ 0,\phi_ 1,...,\phi_ m\) are given positive continuous functions on C; and \(\gamma_ 1,...,\gamma_ m\) are given real numbers. These results are applied to solve a special case of ``exact inequalities for derivatives'', i.e. to find the function of maximum norm subject to bounds on the derivatives. The Parseval-Plancherel equality is used to reduce the problem of exact inequalities of derivatives to a linear program of the form given above. Linear programs of the type above have been called ``partially finite'' linear programs in a paper by \textit{J. M. Borwein} and \textit{A. S. Lewis} [``Partially finite convex programming'', Math. Programm (to appear)]. Strong duality results are given therein and also in papers by \textit{J. M. Borwein} and the reviewer [ibid. 35, 83-96 (1986; Zbl 0597.90056)] and \textit{V. Jeyakumar} and the reviewer [``Generalizations for infinite convex programs'', ibid. (to appear)].