A Note on Duality Theorem for a Nonlinear Programming Problem

S. M. Sinha has formulated a stochastic linear programming problem as a deterministic non linear program, and has shown how to solve this program by solving its dual [1]. Our note extends Sinha's result, by dropping the restriction that the primal constraint set be bounded, and simplifies some of his proofs.

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Year of publication:	1970
Authors:	Bhatia, Davinder
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 16.1970, 9, p. 604-606
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.16.9.604 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009197006