Composite convex programs

A duality theory using conjugate functions is established for mathematical programs that involve the composition of two convex functions. This generalizes our earlier work in quadratic and composite geometric programs. A specific application to minimax programs is given.

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Bibliographische Detailangaben
Veröffentlicht in:	International journal of systems science 1991-12, Vol.22 (12), p.2691-2696
Hauptverfasser:	SCOTT, C. H., JEFFERSON, T. R.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Exact sciences and technology Mathematical programming Operational research and scientific management Operational research. Management science
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	A duality theory using conjugate functions is established for mathematical programs that involve the composition of two convex functions. This generalizes our earlier work in quadratic and composite geometric programs. A specific application to minimax programs is given.
ISSN:	0020-7721 1464-5319
DOI:	10.1080/00207729108910825