TY - JOUR
T1 - On n-Person Game Solutions and Convex Programs with Essentially Unconstrained Duals
AU - Ben-Tal, A.
AU - Charnes, A.
AU - Golany, B.
N1 - Funding Information:
This research was partly supported by ONR Contracts N00014-81-C-0236a nd NOOO14-82-B-0295, and Kati~nal Science Foundation Grant SES-8408134 with the Center for Cybernetic Studies. The University of Texas at Austin.
PY - 1988/1/1
Y1 - 1988/1/1
N2 - A special class of the Charnes-Kortanek “convex nucleus” solutions is studied in which the minimized functional is separable (monotropic). This class includes Euclidean distance, Hellinger measure, Bose-Einstein entropic measure and the Charnes-Cooper relative entropic solutions. It is shown that the dual convex programs are “essentially” unconstrained and that a simple explicit inversion formula connects optimal primal and dual solutions.
AB - A special class of the Charnes-Kortanek “convex nucleus” solutions is studied in which the minimized functional is separable (monotropic). This class includes Euclidean distance, Hellinger measure, Bose-Einstein entropic measure and the Charnes-Cooper relative entropic solutions. It is shown that the dual convex programs are “essentially” unconstrained and that a simple explicit inversion formula connects optimal primal and dual solutions.
KW - Characteristic Function Games
KW - Convex Nucleus Solutions
KW - Essentially Unconstrained Duals
KW - Monotropic Convex Programs
UR - http://www.scopus.com/inward/record.url?scp=84947684138&partnerID=8YFLogxK
U2 - 10.1080/02331938808843319
DO - 10.1080/02331938808843319
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AN - SCOPUS:84947684138
SN - 0233-1934
VL - 19
SP - 71
EP - 84
JO - Optimization
JF - Optimization
IS - 1
ER -