Please use this identifier to cite or link to this item:
|Title:||The inverse problem in convex optimization with linear constraints|
|Keywords:||Calculus of variations|
Stochastic control theory
|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|
|Appears in Collections:||Fulltext Publications|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.