Subdifferentiability and the duality gap

DOI10.1023/A:1020249022047MaRDI QIDQ1863741zbMATH OpenOpenAlexFDO

Authors William R. Zame, Neil E. Gretsky, Joseph M. Ostroy

Publication date 12 March 2003

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1020249022047

zbMATH Keywords

assignment modelduality gapsubdifferentiabilityvalue function

Mathematics Subject Classification ID

Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Programming in abstract spaces (90C48)

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Cited in

(9)

• A duality theory of payment systems
• Subdifferentiability of the value function in economic problems
• On the duality gap and Gale's example in infinite-dimensional conic linear programming
• Competitive equilibrium with search frictions: a general equilibrium approach
• Futures market: contractual arrangement to restrain moral hazard in teams
• Necessary and sufficient conditions for qualitative properties of infinite dimensional linear programming problems
• Duality gap function in infinite dimensional linear programming
• Strong duality and solution existence under minimal assumptions in conic linear programming
• The persuasion duality

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