DECOMPOSITION PROGRAMMING AND ECONOMIC PLANNING
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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The class of mathematical programming problems whose range is in euclidian n-space but whose domain is an abstract space is considered. A duality theory is presented that relates the constrained maximization problem considered as a function of its right-hand side to the associated Lagrangian maximization problem considered as a function of the Lagrange multipliers. The analysis leads to useful computational procedures.
- Operations Research