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 | References | Similar Articles | Additional Information

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.

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DOI:
https://doi.org/10.1090/qam/135625

Article copyright:
© Copyright 1961
American Mathematical Society