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http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/5352| Title: | Fenchel and Lagrange Duality are Equivalent |
| Issue Date: | 9-Oct-2013 |
| Publisher: | Massachusetts Institute of Technology, Operations Research Center |
| Description: | A basic result in ordinary (Lagrange) convex programming is the saddlepoint duality theorem concerning optimization problems with convex inequalities and linear-affine equalities satisfying a Slater condition. This note shows that this result is equivalent to the duality theorem of Fenchel. Supported in part by the U.S. Army Research Office (Durham) under Contract No. DAHC04-73-C-0032. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
| Other Identifiers: | http://hdl.handle.net/1721.1/5352 |
| Appears in Collections: | MIT Items |
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