DUALITY THEOREMS FOR CERTAIN PROGRAMS INVOLVING MINIMUM OR MAXIMUM OPERATIONS

被引:11
作者
FLACHS, J
POLLATSCHEK, MA
机构
[1] Technion, Israel Institute of Technology, Haifa
关键词
Conjugate Functions; Convexity; Duality; Mathematical Programming; Quasi-Convexity; Separation Hyperplane;
D O I
10.1007/BF01582120
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
The relation of two mathematical programs-the so-called primal, (P) and dual, (D)-Are studied when (P) is a maximization of the minimum of two functions and (D) is the minimization of the maximum of two functions, and the function-pair of (D) are derived by certain, conjugate-like operators from that of (P). It is demonstrated that the weak duality holds when at least one of the pair is continuous. When further premises are met the strong duality is proved. From these results the usual Fenchel-duality may be deducted as well as few other primal-dual pairs. © 1979 The Mathematical Programming Society.
引用
收藏
页码:348 / 370
页数:23
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