正齐次递增函数与正规集的对偶性

IF 1.8 4区管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Rairo-Operations Research Pub Date : 1998-01-01 DOI:10.1051/RO/1998320201051

A. Rubinov, B. Glover

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引用次数: 41

摘要

定义了一类在正正交上(包括零)的递增的正齐次函数的非线性对偶运算。这类函数及其相关的正规集类在数理经济学中被广泛使用。提供了各种例子，并讨论了一类涉及增加函数和正规集的优化问题的对偶性。

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Duality for increasing positively homogeneous functions and normal sets

A nonlinear duality operation is defined for the class of increasing positively homogeneous functions defined on the positive orthant (including zero). This class of function and the associated class of normal sets are used extensively in Mathematical Economics. Various examples are provided along with a discussion of duality for a class of optimization problems involving increasing functions and normal sets.

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来源期刊

Rairo-Operations Research 管理科学-运筹学与管理科学

CiteScore

3.60

自引率

22.20%

发文量

206

审稿时长

>12 weeks

期刊介绍： RAIRO-Operations Research is an international journal devoted to high-level pure and applied research on all aspects of operations research. All papers published in RAIRO-Operations Research are critically refereed according to international standards. Any paper will either be accepted (possibly with minor revisions) either submitted to another evaluation (after a major revision) or rejected. Every effort will be made by the Editorial Board to ensure a first answer concerning a submitted paper within three months, and a final decision in a period of time not exceeding six months.