In this paper, we solve an inverse problem arising in convex optimization. We consider a maximization problem under linear constraints. We characterize the solutions of this kind of problems. More precisely, we give necessary and sufficient conditions for a given function in to be the solution of a multi-constraint maximization problem. The conditions we give here extend well-known results in microeconomic theory.
Accepted:
DOI: 10.1051/cocv/2015040
Keywords: Inverse problem, multi-constraint maximization, value function, Slutsky relations
@article{COCV_2017__23_1_71_0, author = {Aloqeili, Marwan}, title = {The inverse problem in convex optimization with linear constraints}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {71--94}, publisher = {EDP-Sciences}, volume = {23}, number = {1}, year = {2017}, doi = {10.1051/cocv/2015040}, mrnumber = {3601016}, zbl = {1388.90095}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/cocv/2015040/} }
TY - JOUR AU - Aloqeili, Marwan TI - The inverse problem in convex optimization with linear constraints JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2017 SP - 71 EP - 94 VL - 23 IS - 1 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/cocv/2015040/ DO - 10.1051/cocv/2015040 LA - en ID - COCV_2017__23_1_71_0 ER -
%0 Journal Article %A Aloqeili, Marwan %T The inverse problem in convex optimization with linear constraints %J ESAIM: Control, Optimisation and Calculus of Variations %D 2017 %P 71-94 %V 23 %N 1 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/cocv/2015040/ %R 10.1051/cocv/2015040 %G en %F COCV_2017__23_1_71_0
Aloqeili, Marwan. The inverse problem in convex optimization with linear constraints. ESAIM: Control, Optimisation and Calculus of Variations, Volume 23 (2017) no. 1, pp. 71-94. doi : 10.1051/cocv/2015040. http://archive.numdam.org/articles/10.1051/cocv/2015040/
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