Global saddle-point duality for quasi-concave programs, II

DOI10.1007/BF01585114zbMath0493.90070OpenAlexW4239419851MaRDI QIDQ3956750

Jacob Flachs

Publication date: 1982

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01585114

zbMATH Keywords

Lagrangiandiscrete rational approximationmaximin optimizationconjugate- like operatorsquasi-concave non-differentiable casesaddle-point dualityVon Neumann economic model

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Multisectoral models in economics (91B66)

Related Items (11)

Optimality conditions and duality for a class of continuous-time generalized fractional programming problems ⋮ Variationally derived algorithms in the ABS class for linear systems ⋮ Multipliers and general Lagrangians ⋮ Continuous-time generalized fractional programming ⋮ Quasiconvex duality theory by generalized conjugation methods ⋮ Optimality conditions and duality for constrained measurable subset selection problems with minmax objective functions ⋮ Duality in generalized linear fractional programming ⋮ Duality for generalized fractional programs involving n-set functions ⋮ Saddle-point theorems for rational approximation ⋮ Optimality conditions and duality models for generalized fractional programming problems containing locally subdifferentiable and ρ:-convex functions ⋮ Conjugaison par tranches

Cites Work

• Duality for a class of quasiconvex programs
• The multiplier method of Hestenes and Powell applied to convex programming
• Some new applications of the Fenchel-Rockafellar duality theorem: Lagrange multiplier theorems and hyperplane theorems for convex optimization and best approximation
• Global saddle-point duality for quasi-concave programs
• Duality theorems for certain programs involving minimum or maximum operations
• Convex Analysis
• Best Rational Approximation and Strict Quasi-Convexity
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