Accession Number : AD0725172

Title :   Regularity Conditions for Concave Programming in Finite Dimensional Spaces.

Descriptive Note : Technical rept.,

Corporate Author : HARVARD UNIV CAMBRIDGE MASS

Personal Author(s) : Oniki,Hajime

Report Date : APR 1971

Pagination or Media Count : 43

Abstract : Constrained maximum problems with finitely many variables and finitely many constraints are examined with the assumption that the objective and the constraint functions are concave but not necessarily differentiable. A regularity condition necessary and sufficient for a maximum to be attained and for the problems to be reducible to saddle-point problems is presented. Further, a constraint qualification sufficient for the problems to be regular for any concave objective function is presented, of which Slater-Uzawa's constraint qualifications are special cases. (Author)

Descriptors :   (*MATHEMATICAL PROGRAMMING, OPTIMIZATION), DIFFERENTIAL EQUATIONS, FUNCTIONS(MATHEMATICS), STEEPEST DESCENT METHOD, SET THEORY, INEQUALITIES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE