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Non differentiable symmetric duality

Published online by Cambridge University Press:  17 April 2009

Bertram Mond  and
Murray Schechter
Bertram Mond
Affiliation:
Department of MathematicsLa Trobe UniversityBundoora Vic 3083Australia Department of MathematicsLehigh UniversityBethlehem PA 18105United States of America Department of MathematicsLehigh UniversityBethlehem PA 18105United States of America
Murray Schechter
Affiliation:
Department of MathematicsLa Trobe UniversityBundoora Vic 3083Australia Department of MathematicsLehigh UniversityBethlehem PA 18105United States of America Department of MathematicsLehigh UniversityBethlehem PA 18105United States of America
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In this paper we construct dual pairs of problems, of both the Wolfe and Mond-Weir types, in which the objective contains a a support function and is therefore not differentiable. A special case which appears repeatedly in the literature is that in which the support function is the square root of a positive semidefinite quadratic form. This and other special cases can be readily generated from our result.

Information

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 53 , Issue 2 , April 1996 , pp. 177 - 188
Copyright
Copyright © Australian Mathematical Society 1996

References

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