A new approach to the duality theory of mathematical programming.

by Stuart E. Dreyfus, M. Freimer

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The embedding of a mathematical programming problem in the more general problem in which the optimal return is considred to be a function of the available input commodities and is central to the method used. A simple characterization of the properties of the optimal return function leads directly and intuitively to the duality theory of linear programming and also to the Kuhn-Tucker results for quadratic programming. Furthermore, this approach yields immediate economic interpretation of the quantities involved. It is similar to that of dynamic programming and has also been adopted to yield the classical results of the calculus of variations.

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