Dualizing optimization problems in mathematical economics

DOI10.1016/0304-4068(84)90033-8zbMath0567.90080OpenAlexW2061608790MaRDI QIDQ1060135

J. Blot

Publication date: 1984

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(84)90033-8

zbMATH Keywords

Lagrange multipliersdynamic optimizationcountable number of constraintscountably infinite number of periodsweak optimality

Mathematics Subject Classification ID

Convex programming (90C25) Duality theory (optimization) (49N15) Methods of successive quadratic programming type (90C55)

Related Items (2)

Duality theory for the matrix linear programming problem ⋮ Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory

Cites Work

• On the use of purely finitely additive multipliers in mathematical programming
• Efficient and optimal programs when investment is irreversible. A duality theory
• An extension of Cass' characterization of infinite efficient production programs
• A duality theory for abstract mathematical programs with applications to optimal control theory
• Applying Some Modern Developments to Choosing Your Own Lagrange Multipliers
• On Optimal Economic Growth with Variable Discount Rates: Existence and Stability Results
• Turnpike Theory
• Approaches to the Theory of Optimization
• THE TURNPIKE THEOREM OF MORISHIMA⁽¹⁾
• On Optimal Consumption Plans in a Multi-sector Economy
• Efficiency Prices in Infinite Dimensional Spaces: A Synthesis
• Duality Theory for Infinite Horizon Convex Models
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