| TR#: | CS0066 |
| Class: | CS |
| Title: | Primal And Dual Optimality Criteria In Convex Programming |
| Authors: | A. Ben-Tal and A. Charnes |
| CS0066.pdf | |
| Abstract: | 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. |
| Copyright | The above paper is copyright by the Technion, Author(s), or others. Please contact the author(s) for more information |
Remark: Any link to this technical report should be to this page (http://www.cs.technion.ac.il/users/wwwb/cgi-bin/tr-info.cgi/1975/CS/CS0066), rather than to the URL of the PDF files directly. The latter URLs may change without notice.
To the list of the CS technical reports of 1975
To the main CS technical reports page