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On duality for convex minimization with nested maxima
Published online by Cambridge University Press: 17 February 2009
Abstract
In this paper, we consider convex programs with linear constraints where the objective function involves nested maxima of linear functions as well as a convex function. A dual program is constructed which has interpretational significance and may be easier to solve than the primal formulation. A numerical example is given to illustrate the method.
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- Copyright © Australian Mathematical Society 1985
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