Book chapter
Convex programming based on Hahn Banach theorem
Manuel Ferreira (Ferreira, M. A. M.);
Book Title
Theory and Applications of Mathematical Science
Year (definitive publication)
2020
Language
English
Country
India
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(Last checked: 2024-11-21 20:36)

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Abstract
The main objective of this chapter is to present the separation theorems, important consequences of Hahn-Theorem theorem. Therefore, we begin with an overview on convex sets and convex functionals. Then go on with the Hahn-Banach theorem and separation theorems. Follow these results specification: first for normed spaces and then for a subclass of these spaces, the Hilbert spaces. In this last case plays a key role the Riesz representation theorem. Separation theorems are key results in convex programming. Then the chapter ends with the outline of applications of these results in convex programming, Kuhn-Tucker theorem, and in minimax theorem, two important tools in operations research, management and economics,for instance.
Acknowledgements
This work is financed by national funds through FCT - Fundação para a Ciência e Tecnologia, I.P., under the project UID/Multi/04466/2019. Furthermore, I would like to thank the Instituto Universitário de Lisboa and ISTAR-IUL for their support.
Keywords
Hahn-Banach theorem,Separation theorems,Convex programming,Kuhn-Tucker theorem,Minimax theorem
  • Mathematics - Natural Sciences
  • Computer and Information Sciences - Natural Sciences
Funding Records
Funding Reference Funding Entity
UID/Multi/04466/2019 Fundação para a Ciência e a Tecnologia

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