Department of Mathematics, Birzeit
University, P.O. Box
Revised: 22 June 2015
Accepted: 21 July 2015
In this paper, we solve an inverse problem arising in convex optimization. We consider a maximization problem under m linear constraints. We characterize the solutions of this kind of problems. More precisely, we give necessary and sufficient conditions for a given function in Rn to be the solution of a multi-constraint maximization problem. The conditions we give here extend well-known results in microeconomic theory.
Mathematics Subject Classification: 90C45 / 49N45
Key words: Inverse problem / multi-constraint maximization / value function / Slutsky relations
© EDP Sciences, SMAI 2016