A Note on Duality Theorem for a Nonlinear Programming Problem

1 May 1970

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science

Vol. 16 (9) , 604-606
https://doi.org/10.1287/mnsc.16.9.604

Abstract

S. M. Sinha has formulated a stochastic linear programming problem as a deterministic non linear program, and has shown how to solve this program by solving its dual [1]. Our note extends Sinha's result, by dropping the restriction that the primal constraint set be bounded, and simplifies some of his proofs.

Keywords

NON LINEAR PROGRAMMING
NONLINEAR PROGRAMMING
LINEAR PROGRAM