Duality in Nonconcave Programs Using Transformations.

Abstract

The canonical dual formulation (the Lagrangian function) is considered. No concavity is assumed. The existence of the nonlinear support to the hypograph of the optimum value function is proved under certain assumptions. By the transformation, this nonlinear support becomes linear and the global duality is derived. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1981
Accession Number
ADA103854

Entities

People

  • Okitsugu Fujiwara

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Abstracts
  • Applied Mathematics
  • Classification
  • Contracts
  • Convergence
  • Convex Sets
  • Industrial Engineering
  • Lagrangian Functions
  • Mathematics
  • North Carolina
  • Numbers
  • Operations Research
  • Optimization
  • Systems Engineering
  • Theorems
  • United States
  • Wisconsin

Fields of Study

  • Mathematics

Readers

  • Operations Research