Duality for programs involving non-separable objective functions

DOI10.1080/00207728808964086zbMath0654.90081OpenAlexW2064803759MaRDI QIDQ3801362

T. R. Jefferson, Carlton H. Scott, Soheila Jorjani

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808964086

zbMATH Keywords

conjugate functionsgeometric mean portfolio modelnon-separable objective functions

Mathematics Subject Classification ID

Related Items (2)

Fenchel-Lagrange duality versus geometric duality in convex optimization ⋮ On duality for square root convex programs

Cites Work

• Geometric Programming
• A Strategy Which Maximizes the Geometric Mean Return on Portfolio Investments

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