DUALITY IN HOMOGENEOUS PROGRAMMING
Abstract
The problem of maximizing a concave function subject to linear constraints does not have a dual, as is the case in linear programming, in which primal optimizing variables do not appear. As a special case of the principal result it follows that such a dual does indeed exist whenever the objective function is also homogeneous.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 26, 1961
- Accession Number
- AD0260729
Entities
People
- E. Eisenberg
Organizations
- University of California, Berkeley