Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11889/4031
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dc.contributor.authorAloqeili, Marwan-
dc.date.accessioned2017-01-05T07:39:32Z-
dc.date.available2017-01-05T07:39:32Z-
dc.date.issued2015-07-
dc.identifier.urihttp://hdl.handle.net/20.500.11889/4031-
dc.description.abstractIn 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 theoryen_US
dc.language.isoenen_US
dc.subjectCalculus of variationsen_US
dc.subjectDifferential equationsen_US
dc.subjectGeometry, Differentialen_US
dc.subjectMathematical optimizationen_US
dc.subjectStochastic control theoryen_US
dc.subjectUtility theoryen_US
dc.titleThe inverse problem in convex optimization with linear constraintsen_US
dc.typeArticleen_US
newfileds.departmentScienceen_US
newfileds.item-access-typeopen_accessen_US
newfileds.thesis-prognoneen_US
newfileds.general-subjectnoneen_US
item.fulltextWith Fulltext-
item.languageiso639-1other-
item.grantfulltextopen-
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