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Title:
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Fenchel and Lagrange Duality are Equivalent |
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Author:
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Magnanti, Thomas L. |
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Publisher:
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Massachusetts Institute of Technology, Operations Research Center |
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Issue Date:
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1974-07 |
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Abstract:
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A basic result in ordinary (Lagrange) convex programming is the saddlepoint duality theorem concerning optimization problems with convex inequalities and linear-affine equalities satisfying a Slater condition. This note shows that this result is equivalent to the duality theorem of Fenchel. |
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URI:
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http://hdl.handle.net/1721.1/5352
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Series/Report no.:
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Operations Research Center Working Paper;OR 036-74 |
