The inverse problem in convex optimization with linear constraints
Aloqeili, Marwan1
1 Department of Mathematics, Birzeit University, P.O. Box 14 Birzeit, Palestine.
ESAIM: Control, Optimisation and Calculus of Variations, Tome 23 (2017) no. 1, pp. 71-94.

In this paper, we solve an inverse problem arising in convex optimization. We consider a maximization problem under m linear constraints. We characterize the solutions of this kind of problems. More precisely, we give necessary and sufficient conditions for a given function in R n to be the solution of a multi-constraint maximization problem. The conditions we give here extend well-known results in microeconomic theory.

Reçu le :
Accepté le :
DOI : 10.1051/cocv/2015040
Classification : 90C45, 49N45
Mots-clés : Inverse problem, multi-constraint maximization, value function, Slutsky relations
Aloqeili, Marwan 1

1 Department of Mathematics, Birzeit University, P.O. Box 14 Birzeit, Palestine. 
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Aloqeili, Marwan. The inverse problem in convex optimization with linear constraints. ESAIM: Control, Optimisation and Calculus of Variations, Tome 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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