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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