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THE HAHN-BANACH THEOREM IN CONVEX PROGRAMMING
Event Title
14th Conference on Applied Mathematics, APLIMAT 2015, Proceedings
Year (definitive publication)
2015
Language
English
Country
Slovakia
More Information
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Abstract
Separation theorems are the fundamentals of convex programming.
They are important consequences of Hahn-Banach theorem. This work
begins considering vector spaces, in broad sense, then normed spaces and finally
Hilbert spaces. It ends with the application of these results in convex
programming, an important tool in operations research, finance, management and
economics.
Acknowledgements
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Keywords
Hahn-Banach theorem, separation theorems, convex programming, Kuhn-Tucker theorem.
Fields of Science and Technology Classification
- Mathematics - Natural Sciences
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