Theoretical framework for the analysis of linearly constrained convex programs

DOI10.1080/00207728408547199MaRDI QIDQ3328294zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3247810 (Why is no real title available?)
• scientific article; zbMATH DE number 3084780 (Why is no real title available?)
• A note on solution of large sparse maximum entropy problems with linear equality constraints
• Convex Analysis
• Evaluation and Incremental Determination of Almost Optimal Allocations of Resources
• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• Geometric Programming
• Hydraulic network analysis using (generalized) geometric programming
• Large-scale linearly constrained optimization
• Nonlinear networks. IIa
• Optimal Allocations of Continuous Resources to Several Activities with a Concave Return Function—Some Theoretical Results
• Technical Note—A Generalized Maximum Entropy Principle
• Technical Note—Allocation of Effort Resources among Competing Activities
• The Maximum-Entropy Distribution of the Future Market Price of a Stock

Cited in

(5)

• On duality for entropy constrained programs
• Application of duality theory to the flow distribution models
• Techniques of linear programming based on the theory of convex cones
• scientific article; zbMATH DE number 3850817 (Why is no real title available?)
• scientific article; zbMATH DE number 3974744 (Why is no real title available?)

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