THE INVERSE PROBLEM IN CONVEX OPTIMIZATION WITH LINEAR CONSTRAINTS

被引：2

作者：

Aloqeili, Marwan ^{[1
]}

机构：

[1] Birzeit Univ, Dept Math, POB 14, Birzeit, Palestine

来源：

ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS | 2017年 / 23卷 / 01期

关键词：

Inverse problem; multi-constraint maximization; value function; Slutsky relations;

D O I：

10.1051/cocv/2015040

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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 R-n to be the solution of a multi-constraint maximization problem. The conditions we give here extend well-known results in microeconomic theory.

引用

页码：71 / 94

页数：24

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