A NEW VERSION OF FARKAS LEMMA AND GLOBAL CONVEX MAXIMIZATION

Authors
JEYAKUMAR V GLOVER BM
Citation
V. Jeyakumar et Bm. Glover, A NEW VERSION OF FARKAS LEMMA AND GLOBAL CONVEX MAXIMIZATION, Applied mathematics letters, 6(5), 1993, pp. 39-43
Citations number
7
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics letters → ACNP
ISSN journal
08939659
Volume
6
Issue
5
Year of publication
1993
Pages
39 - 43
Database
ISI
SICI code
0893-9659(1993)6:5<39:ANVOFL>2.0.ZU;2-C
Abstract
A new version of Farkas' lemma is derived for systems involving a reve rse convex inequality using the epsilon-subdifferential of a convex fu nction. This result leads to a complete characterization of optimality for a global convex maximization problem.