Global saddle-point duality for quasi-concave programs, II
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Publication:3956750
DOI10.1007/BF01585114zbMath0493.90070OpenAlexW4239419851MaRDI QIDQ3956750
Publication date: 1982
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01585114
Lagrangiandiscrete rational approximationmaximin optimizationconjugate- like operatorsquasi-concave non-differentiable casesaddle-point dualityVon Neumann economic model
Convex programming (90C25) Applications of mathematical programming (90C90) Multisectoral models in economics (91B66)
Related Items (11)
Optimality conditions and duality for a class of continuous-time generalized fractional programming problems ⋮ Variationally derived algorithms in the ABS class for linear systems ⋮ Multipliers and general Lagrangians ⋮ Continuous-time generalized fractional programming ⋮ Quasiconvex duality theory by generalized conjugation methods ⋮ Optimality conditions and duality for constrained measurable subset selection problems with minmax objective functions ⋮ Duality in generalized linear fractional programming ⋮ Duality for generalized fractional programs involving n-set functions ⋮ Saddle-point theorems for rational approximation ⋮ Optimality conditions and duality models for generalized fractional programming problems containing locally subdifferentiable and ρ:-convex functions ⋮ Conjugaison par tranches
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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