Supports of a convex function
HTML articles powered by AMS MathViewer
- by E. Eisenberg PDF
- Bull. Amer. Math. Soc. 68 (1962), 192-195
References
- E. W. Barankin and R. Dorfman, On quadratic programming, Univ. California Publ. Statist. 2 (1958), 285–318. MR 94256 2. G. B. Dantzig, Quadratic programming: a variant of the Wolfe-Markowitz algorithms, Operations Research Center, Univ. California, Research Report 2, Berkeley, Calif., 1961.
- E. Eisenberg, Duality in homogeneous programming, Proc. Amer. Math. Soc. 12 (1961), 783–787. MR 129021, DOI 10.1090/S0002-9939-1961-0129021-9 4. W. Fenchel, Convex sets, cones, and functions, Princeton Univ. Lecture Notes, Princeton, N. J., 1953.
- David Gale, Harold W. Kuhn, and Albert W. Tucker, Linear programming and the theory of games, Activity Analysis of Production and Allocation, Cowles Commission Monograph No. 13, John Wiley & Sons, Inc., New York, N.Y.; Chapman & Hall, Ltd., London, 1951, pp. 317–329. MR 0046018
- H. W. Kuhn and A. W. Tucker, Nonlinear programming, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950, University of California Press, Berkeley-Los Angeles, Calif., 1951, pp. 481–492. MR 0047303
- Harry M. Markowitz, Portfolio selection: Efficient diversification of investments, Cowles Foundation for Research in Economics at Yale University, Monograph 16, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1959. MR 0103768
- Philip Wolfe, A duality theorem for non-linear programming, Quart. Appl. Math. 19 (1961), 239–244. MR 135625, DOI 10.1090/S0033-569X-1961-0135625-6
Additional Information
- Journal: Bull. Amer. Math. Soc. 68 (1962), 192-195
- DOI: https://doi.org/10.1090/S0002-9904-1962-10741-1
- MathSciNet review: 0137655