Accession Number : AD0767128
Title : 'Envelope Programming' and Conjugate Duality.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : McLinden,L.
Report Date : JUL 1973
Pagination or Media Count : 20
Abstract : In a recent paper D. J. White presented a new approach to the problem of minimizing a differentiable convex function over a convex set. The idea begins with describing the convex function as the envelope of its tangent hyperplanes. With this description the given problem is represented in 'min max' form. An appeal to White's minimax theorem then permits one to interchange the extrema and arrive at a dual problem having 'max min' form. In the present paper White's approach is first generalized and analyzed and then related to well-known results in conjugate duality. (Author)
Descriptors : (*MATHEMATICAL PROGRAMMING, CONVEX SETS), MINIMAX TECHNIQUE, STEEPEST DESCENT METHOD, VECTOR SPACES, TOPOLOGY, GRAPHICS, BANACH SPACE, THEOREMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE