Method of reduction in convex programming
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Publication:1169402
DOI10.1007/BF00933505zbMath0494.90059OpenAlexW2050104043MaRDI QIDQ1169402
Publication date: 1983
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00933505
stabilitysubdifferentialsSlater's conditionsolution algorithmscones of directions of constancyequality set of constraintsfaithfully convex not necessarily differentiable constraints
Related Items (3)
Survey of input optimization1 ⋮ Minimal representation of convex regions defined by analytic functions ⋮ On infeasibility of systems of convex analytic inequalities
Cites Work
- Characterizing optimality in mathematical programming models
- A strengthened test for optimality
- Characterization of optimality in convex programming without a constraint qualification
- A simplified test for optimality
- Calculating the cone of directions of constancy
- Projection and restriction methods in geometric programming and related problems
- Geometry of optimality conditions and constraint qualifications: The convex case
- Optimality conditions for convex semi-infinite programming problems
- Characterizations of optimality in convex programming: the nondifferentiable case
- Geometry of optimality conditions and constraint qualifications
- Convex Analysis
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