Recent contributions to linear semi-infinite optimization: an update (Q1730534): Difference between revisions

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+The Relaxation Method for Linear Inequalities
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+Copositive programming via semi-infinite optimization
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+Simplex-Like Trajectories on Quasi-Polyhedral Sets
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+An extension of the simplex algorithm for semi-infinite linear programming
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+The set of target vectors in a semi-infinite linear program with a duality gap
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+Comparative study of RPSALG algorithm for convex semi-infinite programming
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+Penalty and Smoothing Methods for Convex Semi-Infinite Programming
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+Characterizations of error bounds for lower semicontinuous functions on metric spaces
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+No-arbitrage bounds for the forward smile given marginals
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+On the sufficiency of finite support duals in semi-infinite linear programming
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+Projection: A Unified Approach to Semi-Infinite Linear Programs and Duality in Convex Programming
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+Strong duality and sensitivity analysis in semi-infinite linear programming
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+A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding
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+An accelerated central cutting plane algorithm for linear semi-infinite programming
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+Numerical treatment of Bayesian robustness problems
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+Semi-Infinite Relaxations for the Dynamic Knapsack Problem with Stochastic Item Sizes
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+Essential Convexity and Complexity of Semi-Algebraic Constraints
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+Parametric semi-infinite linear programming I. continuity of the feasible set and of the optimal value
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+Isolated calmness of solution mappings in convex semi-infinite optimization
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+Calmness of partially perturbed linear systems with an application to the central path
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+Calmness of the argmin mapping in linear semi-infinite optimization
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+Boundary of subdifferentials and calmness moduli in linear semi-infinite optimization
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+Calmness modulus of fully perturbed linear programs
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+Outer limit of subdifferentials and calmness moduli in linear and nonlinear programming
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+Critical objective size and calmness modulus in linear programming
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+Calmness Modulus of Linear Semi-infinite Programs
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+Distance to ill-posedness and the consistency value of linear semi-infinite inequality systems
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+Distance to Solvability/Unsolvability in Linear Optimization
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+Ill-posedness with respect to the solvability in linear optimization
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+Error bounds for the inverse feasible set mapping in linear semi-infinite optimization via a sensitivity dual approach
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+Calmness of the feasible set mapping for linear inequality systems
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+Point-based neighborhoods for sharp calmness constants in linear programming
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+Stability and Continuity in Robust Optimization
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+DUALITY, HAAR PROGRAMS, AND FINITE SEQUENCE SPACES
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+Duality in Semi-Infinite Programs and Some Works of Haar and Carathéodory
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+On Representations of Semi-Infinite Programs which Have No Duality Gaps
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+On the theory of semi‐infinite programming and a generalization of the kuhn‐tucker saddle point theorem for arbitrary convex functions
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+Computing lower bounds on basket option prices by discretizing semi-infinite linear programming
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+An exact formula for radius of robust feasibility of uncertain linear programs
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+A generalized Farkas lemma with a numerical certificate and linear semi-infinite programs with SDP duals
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+A New Approach to Lagrange Multipliers
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+Weaker conditions for subdifferential calculus of convex functions
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+Kuznetsov independence for interval-valued expectations and sets of probability distributions: properties and algorithms
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+Stability in linear optimization under perturbations of the left-hand side coefficients
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+A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing
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+New Farkas-type constraint qualifications in convex infinite programming
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+Convex inequalities without constraint qualification nor closedness condition, and their applications in optimization
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+Model reduction of uncertain systems retaining the uncertainty structure
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+Implicit Functions and Solution Mappings
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+An Infinite Linear Program with a Duality Gap
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+Genericity Results in Linear Conic Programming—A Tour d’Horizon
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+Outer limits of subdifferentials for min–max type functions
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+A Multiplicative Weights Update Algorithm for Packing and Covering Semi-infinite Linear Programs
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+Error bounds: necessary and sufficient conditions
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+Locally Farkas-Minkowski systems in convex semi-infinite programming
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+Some results about the facial geometry of convex semi-infinite systems
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+Linear representations and quasipolyhedrality of a finite-valued convex function
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+Constraint Qualifications for Extended Farkas's Lemmas and Lagrangian Dualities in Convex Infinite Programming
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+Constraint qualifications for optimality conditions and total Lagrange dualities in convex infinite programming
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+Numerical experiments with universal barrier functions for cones of Chebyshev systems
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+A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem
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+Optimum component test plans for phased-mission systems
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+Averaging and linear programming in some singularly perturbed problems of optimal control
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+A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
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+Calmness of the Optimal Value in Linear Programming
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+A Shadow Simplex Method for Infinite Linear Programs
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+Linear optimization and approximation. An introduction to the theoretical analysis and numerical treatment of semi-infinite programs. Transl. from the German
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+Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients
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+Motzkin decomposition of closed convex sets
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+Constraint qualifications in linear vector semi-infinite optimization
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+Constraint qualifications in convex vector semi-infinite optimization
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+Best approximate solutions of inconsistent linear inequality systems
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+Motzkin decomposition of closed convex sets via truncation
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+Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints
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+Robust linear semi-infinite programming duality under uncertainty
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+Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty
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+Robust solutions to multi-objective linear programs with uncertain data
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+Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
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+On implicit active constraints in linear semi-infinite programs with unbounded coefficients
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+Optimal value function in semi-infinite programming
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+Topological stability of linear semi-infinite inequality systems
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+Post-Optimal Analysis in Linear Semi-Infinite Optimization
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+Recent contributions to linear semi-infinite optimization
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+Farkas-Minkowski systems in semi-infinite programming
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+Stability Theory for Linear Inequality Systems
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+Stability Theory for Linear Inequality Systems II: Upper Semicontinuity of the Solution Set Mapping
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+On the stability of the feasible set in linear optimization
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+Extended Active Constraints in Linear Optimization with Applications
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+Optimality conditions in convex multiobjective SIP
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+Stability of the duality gap in linear optimization
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+Sensitivity Analysis in Linear Semi-Infinite Programming via Partitions
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+Primal-dual stability in continuous linear optimization
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+Relaxation methods for solving linear inequality systems: converging results
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+A relaxation method for solving systems with infinitely many linear inequalities
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+LP relaxations for a class of linear semi-infinite programming problems
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+ISMISIP: an inexact stochastic mixed integer linear semi-infinite programming approach for solid waste management and planning under uncertainty
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+On the Computational Solution of a Class of Generalized Moment Problems
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+Numerical treatment of a class of semi‐infinite programming problems
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+Simplex-type algorithm for second-order cone programmes via semi-infinite programming reformulation
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+Bivariate interval semi-infinite programming with an application to environmental decision-making analysis
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+A successive constraint linear optimization method for lower bounds of parametric coercivity and inf-sup stability constants
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+Necessary and Sufficient Conditions for a Local Minimum. 1: A Reduction Theorem and First Order Conditions
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+A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
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+The worst-case discounted regret portfolio optimization problem
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+Positive Invariance of Constrained Affine Dynamics and Its Applications to Hybrid Systems and Safety Verification
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+Fixed-order \(H_\infty\) controller design for nonparametric models by convex optimization
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+An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
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+Nonsmooth equations in optimization. Regularity, calculus, methods and applications
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+Optimization methods and stability of inclusions in Banach spaces
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+Classifying convex extremum problems over linear topologies having separation properties
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+Extending the mixed algebraic-analysis Fourier–Motzkin elimination method for classifying linear semi-infinite programmes
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+Stability of Error Bounds for Convex Constraint Systems in Banach Spaces
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+On metric regularity and the boundary of the feasible set in linear optimization
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+An algorithm for semi-infinite polynomial optimization
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+A successive SDP-NSDP approach to a robust optimization problem in finance
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+Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization
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+On error bound moduli for locally Lipschitz and regular functions
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+Generalized corner optimal solution for LSIP: existence and numerical computation
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+A ladder method for linear semi-infinite programming
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+Asymptotic optimality conditions for linear semi-infinite programming
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+Stability in linear optimization and related topics. A personal tour
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+Complexity analysis of logarithmic barrier decomposition methods for semi-infinite linear programming
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+Knowledge-Based Linear Programming
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+γ-Active Constraints in Convex Semi-Infinite Programming
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+Robust static super-replication of barrier options
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+The Relaxation Method for Linear Inequalities
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+Stability of the primal-dual partition in linear semi-infinite programming
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+An Interior Point Constraint Generation Algorithm for Semi-Infinite Optimization with Health-Care Application
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+On numerical optimization theory of infinite kernel learning
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+Infinite kernel learning via infinite and semi-infinite programming
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+Semi-Infinite Programming using High-Degree Polynomial Interpolants and Semidefinite Programming
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+An LP empirical quadrature procedure for parametrized functions
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+Static-arbitrage lower bounds on the prices of basket options via linear programming
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+Inequalities for discrete higher order convex functions
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+On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
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+Locally Farkas-Minkowski linear inequality systems
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+Some continuity properties of polyhedral multifunctions
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+Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
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+Some applications of the Semi-Infinite Simplex Algorithm
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+Sequential Convex Subdifferential Calculus and Sequential Lagrange Multipliers
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+Interior-point algorithms for semi-infinite programming
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+New approach for the nonlinear programming with transient stability constraints arising from power systems
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+A semi-infinite programming algorithm for solving optimal power flow with transient stability constraints
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+Dynamic linear programming games with risk-averse players
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+Asymptotic Behavior of Interior-Point Methods: A View From Semi-Infinite Programming
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+Stochastic linear programming games with concave preferences
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+Affine-Scaling Trajectories Associated with a Semi-Infinite Linear Program
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+A sequential quadratic programming with a dual parametrization approach to nonlinear semi-infinite programming
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+Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
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+Duality gap function in infinite dimensional linear programming
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+An iterative method for solving KKT system of the semi-infinite programming
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+On solving a class of linear semi-infinite programming by SDP method
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+A fast algorithm for the optimal design of high accuracy windows in signal processing
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+A New Exchange Method for Convex Semi-Infinite Programming
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+Strong duality and dual pricing properties in semi-infinite linear programming: a non-Fourier-Motzkin elimination approach
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+Metric Regularity and Constraint Qualifications for Convex Inequalities on Banach Spaces
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