Journal of Convex Analysis 25 (2018), No. 3, 717--736
Copyright Heldermann Verlag 2018
Inverse Problem in Convex Optimization with Linear Homogeneous Constraints
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
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.
Keywords: Inverse problem, multi-constraint maximization, value function, homogeneous differential forms, integrability.
MSC: 90C45, 49N45
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