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"Regularity Conditions for Concave Programming in Finite Dimensional Spaces," Project on Efficiency of Decision Making in Economic Systems, Harvard University, Technical Report, No.6, April 1971, 42pp.

[Abstract]

Constrained maximum problems with finitely many variables and finitely many constraints are examined with the assumption that the objective and the constraint functions are concave but not necessarily differentiable. A regularity condition necessary and sufficient for a maximum to be attained and for the problems to be reducible to saddle-point problems is presented. Further, a constraint qualification sufficient for the problems to be regular for any concave objective function is presented, of which Slater-Uzawa's constraint qualification is a special case.

[Keywords]

constrained maximum problems, concave functions, regularity condition, saddle-point, constraint qualification, Slater-Uzawa's constraint qualifications

[Full Text]

Harvard University, Project on Efficiency of Decision Making in Economic Systems, Technical Report No.6 (April, 1971) [PDF: 1.5MB]

 

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Hajime Oniki
ECON, OGU
04/09/2012
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