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
收藏
页码：71 / 94
页数：24
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