Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11889/4031
Title: | The inverse problem in convex optimization with linear constraints | Authors: | Aloqeili, Marwan | Keywords: | Calculus of variations;Differential equations;Geometry, Differential;Mathematical optimization;Stochastic control theory;Utility theory | Issue Date: | Jul-2015 | Abstract: | In this paper, we solve an inverse problem arising in convex optimization. We consider a maximization problem under m linear constraints. We characterize the solutions of this kind of problems. More precisely, we give necessary and sufficient conditions for a given function in Rn to be the solution of a multi-constraint maximization problem. The conditions we give here extend well-known results in microeconomic theory | URI: | http://hdl.handle.net/20.500.11889/4031 |
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