Theoretical framework for the analysis of linearly constrained convex programs

DOI10.1080/00207728408547199zbMath0539.90086OpenAlexW2015884639MaRDI QIDQ3328294

T. R. Jefferson, Carlton H. Scott

Publication date: 1984

Published in: International Journal of Systems Science (Search for Journal in Brave)

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

zbMATH Keywords

upper and lower boundsduality theorylinear constraintsshadow priceconjugate functionsgeneralized geometric programmingentropy maximizationmulti-resource allocationreduction of the dimensionality

Mathematics Subject Classification ID

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

Cites Work

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• Hydraulic network analysis using (generalized) geometric programming
• Large-scale linearly constrained optimization
• Optimal Allocations of Continuous Resources to Several Activities with a Concave Return Function—Some Theoretical Results
• Convex Analysis
• The Maximum-Entropy Distribution of the Future Market Price of a Stock
• Nonlinear networks. IIa

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