Global saddle-point duality for quasi-concave programs, II

DOI10.1007/BF01585114zbMath0493.90070MaRDI QIDQ3956750

Jacob Flachs

Publication date: 1982

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

Lagrangian; discrete rational approximation; maximin optimization; conjugate- like operators; quasi-concave non-differentiable case; saddle-point duality; Von Neumann economic model

Mathematics Subject Classification ID

90C25: Convex programming

90C90: Applications of mathematical programming

91B66: Multisectoral models in economics

Related Items

Optimality conditions and duality models for generalized fractional programming problems containing locally subdifferentiable and ρ:-convex functions, Continuous-time generalized fractional programming, Multipliers and general Lagrangians, Saddle-point theorems for rational approximation, Conjugaison par tranches, Variationally derived algorithms in the ABS class for linear systems, Duality for generalized fractional programs involving n-set functions, Optimality conditions and duality for a class of continuous-time generalized fractional programming problems, Duality in generalized linear fractional programming, Quasiconvex duality theory by generalized conjugation methods, Optimality conditions and duality for constrained measurable subset selection problems with minmax objective functions

Cites Work

• Duality for a class of quasiconvex programs
• The multiplier method of Hestenes and Powell applied to convex programming
• Some new applications of the Fenchel-Rockafellar duality theorem: Lagrange multiplier theorems and hyperplane theorems for convex optimization and best approximation
• Global saddle-point duality for quasi-concave programs
• Duality theorems for certain programs involving minimum or maximum operations
• Convex Analysis
• Best Rational Approximation and Strict Quasi-Convexity
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