A subgradient duality theorem |
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| Authors: | Murray Schechter |
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| Affiliation: | Department of Mathematics, Lehigh University, Bethlehem, Pennsylvania 18015 USA |
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| Abstract: | A duality theorem of P. Wolfe for nonlinear differentiable programming is extended to the nondifferentiable case by replacing gradients by subgradients. The dual pair is further simplified in the case that nondifferentiability enters only in the objective functions and then only through a positively homogeneous convex function. A number of previously studied problems appear as special cases. |
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