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In mathematics, Farkas' lemma is a solvability theorem for a finite system of linear inequalities. It was originally proven by the Hungarian mathematician Gyula Farkas . [ 1 ] Farkas' lemma is the key result underpinning the linear programming duality and has played a central role in the development of mathematical optimization (alternatively ...
The original proof of this theorem is due to K. Löwner who gave a necessary and sufficient condition for f to be operator monotone. [5] An elementary proof of the theorem is discussed in [1] and a more general version of it in. [6]
A linear programming problem seeks to optimize (find a maximum or minimum value) a function (called the objective function) subject to a number of constraints on the variables which, in general, are linear inequalities. [6] The list of constraints is a system of linear inequalities.
Jensen's inequality generalizes the statement that a secant line of a convex function lies above its graph. Visualizing convexity and Jensen's inequality. In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function.
The feasible regions of linear programming are defined by a set of inequalities. In mathematics, an inequality is a relation which makes a non-equal comparison between two numbers or other mathematical expressions. [1] It is used most often to compare two numbers on the number line by their size.
Fréchet inequalities; Gauss's inequality; Gauss–Markov theorem, the statement that the least-squares estimators in certain linear models are the best linear unbiased estimators; Gaussian correlation inequality; Gaussian isoperimetric inequality; Gibbs's inequality; Hoeffding's inequality; Hoeffding's lemma; Jensen's inequality; Khintchine ...
Linear congruence theorem (number theory, modular arithmetic) Linear speedup theorem (computational complexity theory) Linnik's theorem (number theory) Lions–Lax–Milgram theorem (partial differential equations) Liouville's theorem (complex analysis, entire functions) Liouville's theorem (conformal mappings) Liouville's theorem (Hamiltonian ...
In mathematical analysis, the Minkowski inequality establishes that the L p spaces are normed vector spaces.Let be a measure space, let < and let and be elements of (). Then + is in (), and we have the triangle inequality