摘要
本文对半无限凸规划提出一个新的对偶问题,它由扰动函数及其次微分刻划.同时讨论了弱对偶性、强对偶性及逆对偶性,证明强对偶性等价于鞍点准则.
This paper offers a new dual problem for semi infinite convex programming which is characterized by perturbation and their subdifferentials and considers weak duality, strong duality. It is proved that the strong duality is equivalent to the saddle point criterion.
出处
《经济数学》
2005年第2期183-187,共5页
Journal of Quantitative Economics