Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X



A duality theorem for non-linear programming

Author: Philip Wolfe
Journal: Quart. Appl. Math. 19 (1961), 239-244
MSC: Primary 90.58
DOI: https://doi.org/10.1090/qam/135625
MathSciNet review: 135625
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Abstract: A dual problem is formulated for the mathematical programming problem of minimizing a convex function under convex constraints which reduces to the classical dual problem in the case of linear programming problems. Duality theorems are proved regarding the relationship between the problem and its dual.

References [Enhancements On Off] (What's this?)

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DOI: https://doi.org/10.1090/qam/135625
Article copyright: © Copyright 1961 American Mathematical Society

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