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• W2085752001 abstract "In this study we generalize the formulation of symmetric duality introduced by Dantzig, Eisenberg, and Cottle to include the case where the constraints of the inequality type are defined via closed convex cones and their polars. The new formulation retains the symmetric properties of the original programs. Under suitable convexity/concavity assumptions we generalize the known results about symmetric duality. The case where the function involved is strongly convex/strongly concave is also treated and Karamardian's result in this case is generalized. As a result, we show that every strongly convex function achieves a minimum value over any closed convex cone at a unique point. Some special cases of symmetric programs are then considered, leading to generalizations of Wolfe's duality as well as generalizations of quadratic and linear programming formulations." @default.
• W2085752001 created "2016-06-24" @default.
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• W2085752001 date "1973-02-01" @default.
• W2085752001 modified "2023-10-03" @default.
• W2085752001 title "On Symmetric Duality in Nonlinear Programming" @default.
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• W2085752001 doi "https://doi.org/10.1287/opre.21.1.1" @default.
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