The following pages link to On Quasi-Convex Duality (Q5749150):
Displaying 50 items.
- Duality for closed convex functions and evenly convex functions (Q262010) (← links)
- Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
- Abstract concavity of increasing co-radiant and quasi-concave functions with applications in mathematical economics (Q289117) (← links)
- Necessary and sufficient conditions for some constraint qualifications in quasiconvex programming (Q412765) (← links)
- Sandwich theorem for quasiconvex functions and its applications (Q531868) (← links)
- Cutting plane algorithms and approximate lower subdifferentiability (Q535075) (← links)
- Optimality conditions and the basic constraint qualification for quasiconvex programming (Q622397) (← links)
- Dual and bidual problems for a Lipschitz optimization problem based on quasi-conjugation (Q631850) (← links)
- Uncertainty averse preferences (Q634503) (← links)
- On set containment characterization and constraint qualification for quasiconvex programming (Q637546) (← links)
- Subdifferential calculus for a quasiconvex function with generator (Q719604) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Slater CQ, optimality and duality for quasiconvex semi-infinite optimization problems (Q890525) (← links)
- Level sets relaxation, epigraphical relaxation and conditioning in optimization (Q891933) (← links)
- Fenchel's duality theorem for nearly convex functions (Q946335) (← links)
- Duality for almost convex optimization problems via the perturbation approach (Q956598) (← links)
- Set containment characterization with strict and weak quasiconvex inequalities (Q975772) (← links)
- Are dualities appropriate for duality theories in optimization? (Q989899) (← links)
- Lagrangian approach to quasiconvex programing (Q1411530) (← links)
- Characterizations of the solution set for non-essentially quasiconvex programming (Q1686559) (← links)
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- Duality theorems for quasiconvex programming with a reverse quasiconvex constraint (Q1750686) (← links)
- Characterizations of evenly convex sets and evenly quasiconvex functions (Q1856817) (← links)
- On linear systems containing strict inequalities (Q1863528) (← links)
- Diewert-Crouzeix conjugation for general quasiconvex duality and applications (Q1905943) (← links)
- Some constraint qualifications for quasiconvex vector-valued systems (Q1945503) (← links)
- Explicit solution of some first-order PDE's (Q1972743) (← links)
- Conditionally evenly convex sets and evenly quasi-convex maps (Q2019223) (← links)
- Karush-Kuhn-Tucker type optimality condition for quasiconvex programming in terms of Greenberg-Pierskalla subdifferential (Q2022228) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Computing nonperforming loan prices in banking efficiency analysis (Q2127356) (← links)
- Duality for quasiconvex minimization over closed convex cones (Q2128777) (← links)
- Set-valued evenly convex functions: characterizations and C-conjugacy (Q2158823) (← links)
- Characterization of the weakly efficient solutions in nonsmooth quasiconvex multiobjective optimization (Q2182861) (← links)
- Some remarks on Greenberg-Pierskalla subdifferentiability of quasiconvex functions (Q2189637) (← links)
- Minimizing the difference of two quasiconvex functions (Q2228365) (← links)
- Optimality condition and quasi-conjugate duality with zero gap in nonconvex optimization (Q2228387) (← links)
- Optimality conditions and constraint qualifications for quasiconvex programming (Q2278888) (← links)
- Strong and total Lagrange dualities for quasiconvex programming (Q2336429) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- Projective dualities for quasiconvex problems (Q2351520) (← links)
- Characterizations of the solution set for quasiconvex programming in terms of Greenberg-Pierskalla subdifferential (Q2351521) (← links)
- Surrogate duality for robust optimization (Q2356091) (← links)
- Duality theorems for separable convex programming without qualifications (Q2359787) (← links)
- Nonlinear error bounds for quasiconvex inequality systems (Q2361132) (← links)
- Critical duality (Q2481108) (← links)
- Analyzing linear systems containing strict inequalities via evenly convex hulls (Q2572879) (← links)
- Duality for minimization of the difference of two \(\Phi_c\)-convex functions (Q2691432) (← links)
- Dynamic assessment indices (Q2803410) (← links)
- RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724) (← links)
