| Issue |
ESAIM: COCV
Volume 23, Number 1, January-March 2017
|
|
|---|---|---|
| Page(s) | 71 - 94 | |
| DOI | https://doi.org/10.1051/cocv/2015040 | |
| Published online | 10 October 2016 | |
The inverse problem in convex optimization with linear constraints∗,∗∗
Department of Mathematics, Birzeit
University, P.O. Box
14
Birzeit,
Palestine.
maloqeili@birzeit.edu.
Received:
24
January
2015
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
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