%  file is   s8.tex
{\bf DUALITY}

We now present a {\bf dual problem} for (P) which is a true {\bf concave
maximization} programming problem.
This illustrates that (P) is an {\bf implicit convex
program} and shows why the {\bf global minimum} can be 
{\bf characterized} and found
efficiently.  

Note
that if $y^*$ solves (P) with optimal Lagrange multiplier $\lambda^*$,
then being in the {\bf easy case} implies that
$y^*=(B-\lambda^*C)^{-1}\psi$.
