On Linear Programming Duality and Necessary and Sufficient Conditions in Minimax Theory
J. B. G. Frenk (),
P. Kas and
G. Kassay
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J. B. G. Frenk: Erasmus University
P. Kas: Eastern Mediterranean University
G. Kassay: Babes-Bolyai University
Journal of Optimization Theory and Applications, 2007, vol. 132, issue 3, No 5, 423-439
Abstract:
Abstract In this paper we discuss necessary and sufficient conditions for different minimax results to hold using only linear programming duality and the finite intersection property for compact sets. It turns out that these necessary and sufficient conditions have a clear interpretation within zero-sum game theory. We apply these results to derive necessary and sufficient conditions for strong duality for a general class of optimization problems.
Keywords: Minimax theory; Game theory; Lagrangian duality; Linear programming duality (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10957-007-9164-6
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