Accession Number : AD0666627

Title :   DUALITY IN DISCRETE PROGRAMMING. III. NONLINEAR OBJECTIVE FUNCTION AND CONSTRAINTS.

Descriptive Note : Research rept.,

Corporate Author : CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s) : Balas,Egon

Report Date : FEB 1968

Pagination or Media Count : 25

Abstract : The results of 'Duality in Discrete Programming,' are extended in this paper (which, however, is self-contained) to the case of dual programs with nonlinear objective function and nonlinear constraints. The symmetric dual nonlinear programs studied by Dantzig, Eisenberg and Cottle, as well as the dual nonlinear programs formulated by Wolfe, Mangasarian and Huard are generalized by allowing some of the variables to be constrained to belong to arbitrary sets of real numbers, and dropping the requirement that the objective function and the constraints be convex (concave) in these variables. The basic properties established for the above problems are shown to carry over, with some qualification, to their generalized counterparts which encompass, among others, various types of mixed-integer nonlinear programs. (Author)

Descriptors :   (*MANAGEMENT ENGINEERING, *MATHEMATICAL PROGRAMMING), THEORY, NONLINEAR PROGRAMMING, INEQUALITIES, OPTIMIZATION, MANAGEMENT PLANNING AND CONTROL, THEOREMS, OPERATIONS RESEARCH

Subject Categories : Administration and Management
      Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE