Primal and dual optimality criteria in convex programming
نویسندگان
چکیده
A B S T RAe T This paper considers the problem of minimizing a convex-differentiable function subject to convex differentiable constraints. Necessary and sufficient conditions (not requiring any constraints qualification) for a point to be an optimal solution are given in terms of a parametric I inear program. Dual characterization theorems are then derived, which generalizes the classical results of Kuhn-Tucker and Fritz John.
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ورودعنوان ژورنال:
- Math. Meth. of OR
دوره 21 شماره
صفحات -
تاریخ انتشار 1977