A Note on Duality Theorem for a Nonlinear Programming Problem
Published Online:1 May 1970https://doi.org/10.1287/mnsc.16.9.604
Abstract
S. M. Sinha has formulated a stochastic linear programming problem as a deterministic non linear program, and has shown how to solve this program by solving its dual [1]. Our note extends Sinha's result, by dropping the restriction that the primal constraint set be bounded, and simplifies some of his proofs.
