PROGRAMMING WITH STRICTLY CONCAVE MAXIMAND AND LINEAR SIDE CONDITIONS.
Abstract
The paper shows that for each member of a wide class of so-called programming problems there exists an associated and much simpler programming problem called here 'the auxiliary problem.' By solving the auxiliary problem we are under several conditions led to the solution of the original problem. The clue is the dual variable values called 'prices.' A rule for adjusting the prices in the direction of optimum for the original problem is discussed for the case where the side conditions of the original problem constitute a specific pure linear structure.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 25, 1967
- Accession Number
- AD0660513
Entities
People
- Kare Edvardsen
Organizations
- Stanford University