Geodesic
Inverse Problem in Convex Optimization with Linear Homogeneous Constraints
Journal of convex analysis, Tome 25 (2018) no. 3, pp. 717-736
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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.
Classification : 90C45, 49N45
Mots-clés : Inverse problem, multi-constraint maximization, value function, homogeneous differential forms, integrability 
@article{JCA_2018_25_3_JCA_2018_25_3_a0,
     author = {N. Masarwah and M. Aloqeili},
     title = {Inverse {Problem} in {Convex} {Optimization} with {Linear} {Homogeneous} {Constraints}},
     journal = {Journal of convex analysis},
     pages = {717--736},
     year = {2018},
     volume = {25},
     number = {3},
     url = {http://geodesic.mathdoc.fr/item/JCA_2018_25_3_JCA_2018_25_3_a0/}
}
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N. Masarwah; M. Aloqeili. Inverse Problem in Convex Optimization with Linear Homogeneous Constraints. Journal of convex analysis, Tome 25 (2018) no. 3, pp. 717-736. http://geodesic.mathdoc.fr/item/JCA_2018_25_3_JCA_2018_25_3_a0/