An Extension of Fenchel's Duality Theorem to Saddle Functions and Dual Minimax Problems.
Abstract
A mathematical programming theory is developed for dual minimax problems of Fenchel type and a related Lagrangian saddle point problem. Questions of existence, characterization and duality are treated. The results extend the known, purely convex case. The proofs use the theory of conjugate saddle functions. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1972
- Accession Number
- AD0753138
Entities
People
- Lynn Mclinden
Organizations
- University of Wisconsin–Madison