
Accession Number : AD0660513
Title : PROGRAMMING WITH STRICTLY CONCAVE MAXIMAND AND LINEAR SIDE CONDITIONS.
Descriptive Note : Technical rept. for 25 Sep 67,
Corporate Author : STANFORD UNIV CALIF INST FOR MATHEMATICAL STUDIES IN THE SOCIAL SCIENCES
Personal Author(s) : Edvardsen,Kare
Report Date : 25 SEP 1967
Pagination or Media Count : 45
Abstract : The paper shows that for each member of a wide class of socalled programming problems there exists an associated and much simpler programming problem called here 'the auxiliary problem.' By solving the auxiliary problem we are under several conditions led to the solution of the original problem. The clue is the dual variable values called 'prices.' A rule for adjusting the prices in the direction of optimum for the original problem is discussed for the case where the side conditions of the original problem constitute a specific pure linear structure.
Descriptors : (*MATHEMATICAL PROGRAMMING, OPTIMIZATION), ITERATIONS, CONVERGENCE, MATRICES(MATHEMATICS), VECTOR SPACES, COMPLEX VARIABLES, THEOREMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE