Theoretical framework for the analysis of linearly constrained convex programs

DOI10.1080/00207728408547199zbMATH Open0539.90086OpenAlexW2015884639MaRDI QIDQ3328294FDOQ3328294

Authors: T. R. Jefferson, Carlton H. Scott 

Publication date: 1984

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728408547199

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zbMATH Keywords

conjugate functionsduality theoryupper and lower boundslinear constraintsgeneralized geometric programmingentropy maximizationshadow pricemulti-resource allocationreduction of the dimensionality

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55) Programming involving graphs or networks (90C35) Deterministic network models in operations research (90B10) Duality theory (optimization) (49N15) Mathematical programming (90C99)

Cites Work

• Large-scale linearly constrained optimization
• Convex Analysis
• Title not available (Why is that?)
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• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• Technical Note—Allocation of Effort Resources among Competing Activities
• A note on solution of large sparse maximum entropy problems with linear equality constraints
• Nonlinear networks. IIa
• Geometric Programming
• Evaluation and Incremental Determination of Almost Optimal Allocations of Resources
• Optimal Allocations of Continuous Resources to Several Activities with a Concave Return Function—Some Theoretical Results
• The Maximum-Entropy Distribution of the Future Market Price of a Stock
• Technical Note—A Generalized Maximum Entropy Principle
• Hydraulic network analysis using (generalized) geometric programming

Cited In (5)

• Techniques of linear programming based on the theory of convex cones
• Title not available (Why is that?)
• Application of duality theory to the flow distribution models
• Title not available (Why is that?)
• On duality for entropy constrained programs

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