A Duality Theory for a Class of Problems with Essentially Unconstrained Duals.
Abstract
The paper introduces a class of linearly constrained convex programs whose duals are unconstrained in the sense that their solution must be in the interior of the feasible region. A complete duality theory is developed for these problems. Several examples are discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1979
- Accession Number
- ADA067755
Entities
People
- Abraham Charnes
- Aharon Ben-tal
- Y. Barzilai
Organizations
- University of Texas at Austin