Article ID: | iaor1993708 |
Country: | Netherlands |
Volume: | 56 |
Issue: | 3 |
Start Page Number: | 337 |
End Page Number: | 341 |
Publication Date: | Oct 1992 |
Journal: | Mathematical Programming |
Authors: | Schmidt J.W., Dietze S. |
In this note partially separable convex programs are dualized in such a way that, under certain assumptions, unconstrained concave duals arise. A return formula is given by which the solution of the primal is directly computed if a solution of the dual is known. Further, the solvability of both the primal and the dual is shown to depend essentially on the behaviour of the lower dimensional programs for determining the Fenchel conjugates.