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convex programming

Lawrence E. Blume
From The New Palgrave Dictionary of Economics, Second Edition, 2008
Edited by Steven N. Durlauf and Lawrence E. Blume
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Abstract

This article summarizes the basic ideas of convex optimization in finite-dimensional vector spaces. Duality, the Fenchel transforms and the subdifferential are introduced and used to discuss Lagrangean duality and the Kuhn–Tucker theorem. Applications of these ideas can be found in duality.
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How to cite this article

Blume, Lawrence E. "convex programming." The New Palgrave Dictionary of Economics. Second Edition. Eds. Steven N. Durlauf and Lawrence E. Blume. Palgrave Macmillan, 2008. The New Palgrave Dictionary of Economics Online. Palgrave Macmillan. 21 December 2014 <http://www.dictionaryofeconomics.com/article?id=pde2008_C000348> doi:10.1057/9780230226203.0314

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