Duality in convex programming

Problems of minimizing a convex function or maximizing a concave function over a convex set are called convex programming problems. Duality principles relate two problems, one a minimization problem, the other a maximization problem, in such a way that a solution to one implies a solution to the oth...

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Bibliographic Details
Main Author: Muir, David Charles William
Language:English
Published: University of British Columbia 2011
Subjects:
Online Access:http://hdl.handle.net/2429/37031