Asymptotic dual conditions characterizing optimality for infinite convex programs
From MaRDI portal
Publication:1379971
Recommendations
- Asymptotic conditions for weak and proper optimality in infinite dimensional convex vector optimization
- Optimality conditions for convex and DC infinite optimization problems
- Constraint qualifications for optimality conditions and total Lagrange dualities in convex infinite programming
- Characterizations of optimal solution sets of convex infinite programs
- New Farkas-type constraint qualifications in convex infinite programming
Cites work
- scientific article; zbMATH DE number 4029251 (Why is no real title available?)
- scientific article; zbMATH DE number 3672000 (Why is no real title available?)
- scientific article; zbMATH DE number 3711742 (Why is no real title available?)
- scientific article; zbMATH DE number 823388 (Why is no real title available?)
- scientific article; zbMATH DE number 3296906 (Why is no real title available?)
- A Farkas lemma for difference sublinear systems and quasidifferentiable programming
- A general Farkas lemma and characterization of optimality for a nonsmooth program involving convex processes
- A generalized Farkas lemma with applications to quasidifferentiable programming
- A limiting Lagrangian for infinitely-constrained convex optimization in \(\mathbb{R}^n\)
- Characterizations of optimality without constraint qualification for the abstract convex program
- Complete characterization of optimality for convex programming in banach spaces†
- Corrigendum and addendum to “results of farkas type” this journal 9, 471–520 (1987)
- Generalizations of Slater's constraint qualification for infinite convex programs
- Nonlinear Extensions of Farkas’ Lemma with Applications to Global Optimization and Least Squares
- On systems of convex inequalities
- Optimization and nonsmooth analysis
- Results of farkas type
- Semismooth and Semiconvex Functions in Constrained Optimization
- ε-Optimal solutions in nondifferentiable convex programming and some related questions
Cited in
(35)- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- A support function approach for characterizations of convex normal cone
- Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems
- On robust approximate optimal solutions for fractional semi-infinite optimization with uncertainty data
- Sequential characterizations of approximate solutions in convex vector optimization problems with set-valued maps
- On \(\varepsilon\)-optimality conditions for multiobjective fractional optimization problems
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Characterizations of robust \(\varepsilon\)-quasi optimal solutions for nonsmooth optimization problems with uncertain data
- A closedness condition and its applications to DC programs with convex constraints
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Optimality theorems for convex semidefinite vector optimization problems
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Duality and optimality conditions for generalized equilibrium problems involving DC functions
- Approximate optimality conditions for composite convex optimization problems
- The stable duality of DC programs for composite convex functions
- Sequential optimality conditions for multiobjective fractional programming problems
- Formulas for sequential Pareto subdifferentials of the sums of vector mappings and applications to optimality conditions
- On approximate solutions and saddle point theorems for robust convex optimization
- New Farkas-type constraint qualifications in convex infinite programming
- Lagrange multiplier conditions characterizing the optimal solution sets of cone-constrained convex programs
- ON A DUAL CHARACTERIZATION OF THE ASYMPTOTIC CONE FOR THE SOLUTION SET OF A LINEAR OPTIMIZATION PROBLEM
- Linear regularity, equirregularity, and intersection mappings for convex semi-infinite inequality systems
- Optimality conditions of robust convex multiobjective optimization via \(\epsilon\)-constraint scalarization and image space analysis
- Subdifferentials of value functions and optimality conditions for DC and bilevel infinite and semi-infinite programs
- Liberating the subgradient optimality conditions from constraint qualifications
- On \(\epsilon\)-solutions for robust fractional optimization problems
- Characterizations of optimal solution sets of convex infinite programs
- Characterizations of solution sets of convex vector minimization problems
- Characterizations of robust solution set of convex programs with uncertain data
- Characterizing global optimality for DC optimization problems under convex inequality constraints
- Multiobjective DC programs with infinite convex constraints
- scientific article; zbMATH DE number 6409510 (Why is no real title available?)
- Asymptotic conditions for weak and proper optimality in infinite dimensional convex vector optimization
- Optimality conditions for composite DC infinite programming problems
- On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
This page was built for publication: Asymptotic dual conditions characterizing optimality for infinite convex programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1379971)
