Optimality conditions for convex semi-infinite programming problems
From MaRDI portal
Cites work
- Characterization theorems for constrained approximation problems via optimization theory
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- On the theory of semi‐infinite programming and a generalization of the kuhn‐tucker saddle point theorem for arbitrary convex functions
Cited in
(14)- Method of reduction in convex programming
- Implicit optimality criterion for convex SIP problem with box constrained index set
- Optimality conditions for nondifferentiable convex semi-infinite programming
- Geometry of optimality conditions and constraint qualifications: The convex case
- On optimality in abstract convex programming
- An optimality test for semi-infinite linear programming
- Optimality theory for semi-infinite linear programming∗
- Saddle point criteria in semi-infinite minimax fractional programming under \((\Phi,\rho)\)-invexity
- Parametric Saddle Point Criteria in Semi-Infinite Minimax Fractional Programming Problems Under (p,r)-Invexity
- On a constructive approach to optimality conditions for convex SIP problems with polyhedral index sets
- Approximate optimality conditions and mixed type duality for a class of non-convex optimization problems
- Optimality criteria without constraint qualifications for linear semidefinite problems
- Study of a special nonlinear problem arising in convex semi-infinite programming
- Convex semi-infinite programming: Implicit optimality criterion based on the concept of immobile indices
This page was built for publication: Optimality conditions for convex semi-infinite programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3895233)
