A limiting Lagrangian for infinitely-constrained convex optimization in \(\mathbb{R}^n\)
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Publication:1136349
DOI10.1007/BF00935754zbMath0427.49030MaRDI QIDQ1136349
Publication date: 1981
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
convex optimization; constrained optimization; nonlinear programming; Lagrangians; Kuhn-Tucker theory
90C25: Convex programming
49M29: Numerical methods involving duality
90C55: Methods of successive quadratic programming type
Related Items
Limiting Lagrangians: A primal approach, The limiting Lagrangian as a consequence of Helly's theorem, A limiting infisup theorem, A note on d-stability of convex programs and limiting Lagrangians, Zero duality gaps in infinite-dimensional programming, Asymptotic dual conditions characterizing optimality for infinite convex programs, Uniform duality in semi-infinite convex optimization, A note on limiting infisup theorems, Reduction and Discrete Approximation in Linear Semi-Infinite Programming
Cites Work
- A note on infinite systems of linear inequalities in R\(^n\)
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- Constructing a perfect duality in infinite programming
- Lagrangean functions and affine minorants
- Convex optimization and lagrange multipliers
- An Infinite Linear Program with a Duality Gap
- On Representations of Semi-Infinite Programs which Have No Duality Gaps
- Convex Analysis
- Convex analysis treated by linear programming
