Minimax Problems, Saddle Functions and Duality
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WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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Dual pairs of operations for equivalence classes of concave-convex functions are studied. Applications include a perturbational Duality Theorem theory for minimax problems. A good Lagrange multiplier principle for minimax problems in general is shown to be impossible, and a minimax version of Fenchels Duality is proved.
- Operations Research