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On Linear Programming Duality and Necessary and Sufficient Conditions in Minimax Theory.

Authors :
Frenk, J. B. G.
Kas, P.
Kassay, G.
Source :
Journal of Optimization Theory & Applications. Mar2007, Vol. 132 Issue 3, p423-439. 17p.
Publication Year :
2007

Abstract

In this paper we discuss necessary and sufficient conditions for different minimax results to hold using only linear programming duality and the finite intersection property for compact sets. It turns out that these necessary and sufficient conditions have a clear interpretation within zero-sum game theory. We apply these results to derive necessary and sufficient conditions for strong duality for a general class of optimization problems. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00223239
Volume :
132
Issue :
3
Database :
Academic Search Index
Journal :
Journal of Optimization Theory & Applications
Publication Type :
Academic Journal
Accession number :
25917499
Full Text :
https://doi.org/10.1007/s10957-007-9164-6