Inverse Problem in Convex Optimization with Linear Homogeneous Constraints

Noha Masarwah; Marwan Aloqeili

Abstract

We characterize solutions of maximization problems under linear constraints that are positively homogeneous of degree one. Necessary and sufficient conditions are given for functions to arise as solutions of such kind of problems. At the same time, we consider the integration problem of homogeneous differential forms in order to solve the inverse problem.

Author information

Contact details are reproduced from the original publication and may be historical.

Noha Masarwah

Dept. of Mathematics, Birzeit University, P. O. Box 14, Birzeit, Palestine

nohamasarwah@gmail.com

Marwan Aloqeili

Dept. of Mathematics, Birzeit University, P. O. Box 14, Birzeit, Palestine

maloqeili@birzeit.edu

Keywords

Inverse problem
multi-constraint maximization
value function
homogeneous differential forms
integrability

Mathematics Subject Classification

90C45, 49N45

Suggested citation

N. Masarwah, M. Aloqeili. “Inverse Problem in Convex Optimization with Linear Homogeneous Constraints.” Journal of Convex Analysis 25 (2018), No. 3, 717–736.