Abstract
In this chapter the terminology of mathematical programming and in particular that of the duality theory for convex programming problems is introduced. A few well-known basic duality theorems which will be applied in Chapters 3, 4, 5, 7 and 8 are reviewed. No new results are reported.
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References
J. Ponstein (1980). Approaches to the Theory of Optimization, Cambridge University Press, Cambridge.
R.T. Rockafellar (1970). Convex Analysis, Princeton University Press, Princeton NJ.
R.T. Rockafellar (1974). Conjugate Duality and Optimization, SIAM, Philadelphia Pa.
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© 1986 Springer-Verlag Berlin Heidelberg
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Klein Haneveld, W.K. (1986). Mathematical Programming and Duality Theory. In: Duality in Stochastic Linear and Dynamic Programming. Lecture Notes in Economics and Mathematical Systems, vol 274. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-51697-9_2
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DOI: https://doi.org/10.1007/978-3-642-51697-9_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-16793-8
Online ISBN: 978-3-642-51697-9
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