Comment on a note on duality gaps in linear programming over convex sets |
| |
Authors: | E J Balder |
| |
Institution: | 1. Department of Statistics, University of California, Berkeley, California
|
| |
Abstract: | In Ref. 1, Soyster has given a rather complicated proof of the absence of a duality gap, under a certain interiority condition, for a variant of a pair of optimization problems introduced by Ben-Israel, Charnes, and Kortanek (Ref. 2). A proof can be given directly (and under weaker conditions) by a simple application of a Lagrange multiplier theorem on convex programming in abstract spaces (Ref. 3). |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|