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A duality theorem for non-linear programming

Quarterly of Applied MathematicsPublished 1 October 1961Open access
Philip Wolfe
Citations585
SJR quartileQ2
SJR score0.64
SNIP0.75
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Abstract

A dual problem is formulated for the mathematical programming problem of minimizing a convex function under convex constraints which reduces to the classical dual problem in the case of linear programming problems. Duality theorems are proved regarding the relationship between the problem and its dual.

Keywords

Social SciencesMathematicsEngineering