Primal and Dual Optimality Criteria in Convex Programming.

Abstract

This paper considers the problem of minimizing a convex differentiable function subject to convex differentiable constraints. Necessary and sufficient conditions (not requiring any constraints qualification) for a point to be an optimal solution are given in terms of a parametric linear program. Dual characterization theorems are then derived, which generalizes the classical results of Kuhn-Tucker and Fritz John.

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1975
Accession Number
ADA008363

Entities

People

  • A. Ben-tal
  • Abraham Charnes

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Convex Programming
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operations Research
  • Qualifications

Fields of Study

  • Mathematics

Readers

  • Operations Research