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Journal of Convex Analysis 25 (2018), No. 3, [final page numbers not yet available]
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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