Minimax Problems, Saddle Functions and Duality

Abstract

Dual pairs of operations for equivalence classes of concave-convex functions are studied. Applications include a perturbational Duality Theorem theory for minimax problems. A good Lagrange multiplier principle for minimax problems in general is shown to be impossible, and a minimax version of Fenchel's Duality is proved.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1972
Accession Number
AD0743607

Entities

People

  • Lynn Mclinden

Organizations

  • University of Wisconsin–Madison

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Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Calculus Of Variations
  • Convex Programming
  • Convex Sets
  • Game Theory
  • Identities
  • Inequalities
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Matrix Games
  • Notation
  • Optimization
  • Simplex Method
  • Theorems
  • United States

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  • Operations Research