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Complementarity for arbitrary cones

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Summary

A complementarity theorem ofDantzig andCottle, for inequality-constrained minimization problems, is generalized both to inequalities involving arbitrary cones, and to problems in complex spaces. Various known theorems on duality and converse duality then follow, for both real and complex spaces.

Zusammenfassung

Ein Theorem vonDantzig undCottle für Minimumprobleme, deren Restriktionen durch Ungleichungen gegeben sind, wird in zwei Richtungen verallgemeinert: Auf Kegel als zulässige Mengen sowie auf Probleme im Komplexen. Daraus folgen verschiedene bekannte Dualitätsaussagen für reelle und komplexe Räume.

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References

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Authors and Affiliations

  1. Mathematics Department, University of Melbourne, 3052, Parkville, Victoria, Australia

    B. D. Craven

  2. Mathematics Department, La Trobe University, 3083, Bundoora, Victoria, Australia

    B. Mond

Authors
  1. B. D. Craven
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  2. B. Mond
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Craven, B.D., Mond, B. Complementarity for arbitrary cones. Zeitschrift für Operations Research 21, 143–150 (1977). https://doi.org/10.1007/BF01919770

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  • DOI: https://doi.org/10.1007/BF01919770

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