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An Application of Farkas’ Lemma to a Nonconvex Minimization Problem

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Abstract

A duality theory is developed for a certain type of quasiconvex minimization problem making use of Farkas’ Lemma for systems of linear (convex) inequalities.

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References

  1. M. Avriel, W.E. Diewert, S. Schaible and W.T. Ziemba, Introduction to concave and generalized concave functions. In: S. Schaible and W.T. Ziemba (eds.), Generalized concavity in optimization and economics, Academic Press, New York, 1981, 21–50.

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  2. J.P. Crouzeix, A duality framework in quasiconvex programming. In: S. Schaible and W.T. Ziemba (eds.), Generalized concavity in optimization and economics. Academic Press, New York, 1981, 207–225.

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  3. J.P. Crouzeix, J.A. Ferland and S. Schaible, Duality in generalized linear fractional programming. Math. Programming 27 (1983) (to appear).

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  4. J. Farkas, Über die Theorie der einfachen Ungleichungen. J. Reine Angew. Math. 124 1902), 1–24.

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  5. R. Jagannathan and S. Schaible, Duality in generalized fractional programming via Farkas’ Lemma. J. Optim. Theory Appl. 41 1983), 417–424.

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  6. R.T. Rockafellar, Convex Analysis. Princeton 1970.

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© 1984 Springer Basel AG

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Jagannathan, R., Schaible, S. (1984). An Application of Farkas’ Lemma to a Nonconvex Minimization Problem. In: Walter, W. (eds) General Inequalities 4. International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série Internationale D’Analyse Numérique, vol 71. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-6259-2_35

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  • DOI: https://doi.org/10.1007/978-3-0348-6259-2_35

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-6261-5

  • Online ISBN: 978-3-0348-6259-2

  • eBook Packages: Springer Book Archive

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