Abstract
Summary:In section 2 we formulate a linear programming problem, dual to the general convex programming problem, in such a fashion that this dual has the straightforward economic interpretation of a pricing problem. It turns out that the presently known duality results follow from the theorem. Known duality results in nonlinear and quadratic programming are derived in section 2. Section 3 derives and extends the duality results of homogeneous‐constraint programming (including linear and quadratic programming).

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