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:

1971-04-01

Pagination or Media Count:

43.0

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-Uzawas 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