Farkas' lemma: three decades of generalizations for mathematical optimization

被引:38
作者
Dinh, N. [1 ]
Jeyakumar, V. [2 ]
机构
[1] Vietnam Natl Univ Ho Chi Minh City, Int Univ, Dept Math, Ho Chi Minh City, Vietnam
[2] Univ New S Wales, Dept Appl Math, Sydney, NSW 2052, Australia
基金
澳大利亚研究理事会;
关键词
Generalized Farkas' lemma; Optimality; Duality; Mathematical optimization; CONSTRAINT QUALIFICATIONS; OPTIMALITY CONDITIONS; CONVEX-OPTIMIZATION; INEQUALITY SYSTEMS; PROGRAMMING DUALITY; DC FUNCTIONS; SUBDIFFERENTIAL CALCULUS; GLOBAL OPTIMIZATION; CONJUGATE DUALITY; VECTOR-SPACES;
D O I
10.1007/s11750-014-0319-y
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper we present a survey of generalizations of the celebrated Farkas's lemma, starting from systems of linear inequalities to a broad variety of non-linear systems. We focus on the generalizations which are targeted towards applications in continuous optimization. We also briefly describe the main applications of generalized Farkas' lemmas to continuous optimization problems.
引用
收藏
页码:1 / 22
页数:22
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