Convex programming with set-inclusive constraints and its applications to generalized linear and fractional programming
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Duality results are established in convex programming with the set-inclusive constraints studied by Soyster. The recently developed duality theory for generalized linear programs by Thuente is further generalized and also brought into the framework of Soyster's theory. Convex programming with set-inclusive constraints is further extended to fractional programming.
Key WordsDuality theory convex programming set-inclusive constraints generalized linear programming fractional programming
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