A Linear Approximation Approach to Duality in Nonlinear Programming
Linear approximation and linear programming duality theory are used as unifying tools to develop saddlepoint, Fenchel and local duality theory. Among results presented is a new and elementary proof of the necessity and sufficiency of the stability condition for saddlepoint duality, an equivalence be...
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| Format: | Working Paper |
| Language: | en_US |
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Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/5344 |