A GENERAL DUALITY THEOREM OF CONVEX PROGRAMMING *
- 1 June 1965
- journal article
- Published by Wiley in Metroeconomica
- Vol. 17 (2-3) , 161-170
- https://doi.org/10.1111/j.1467-999x.1965.tb00835.x
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).Keywords
All Related Versions
This publication has 7 references indexed in Scilit:
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