Asymptotic dual conditions characterizing optimality for infinite convex programs
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Publication:1379971
DOI10.1023/A:1022606002804zbMATH Open0901.90158OpenAlexW152555402MaRDI QIDQ1379971FDOQ1379971
Authors: V. Jeyakumar 
Publication date: 5 March 1998
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022606002804
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Cited In (34)
- Approximate optimality conditions for composite convex optimization problems
- Characterizations of optimal solution sets of convex infinite programs
- On \(\epsilon\)-solutions for robust fractional optimization problems
- On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
- Asymptotic conditions for weak and proper optimality in infinite dimensional convex vector optimization
- Lagrange multiplier conditions characterizing the optimal solution sets of cone-constrained convex programs
- Subdifferentials of value functions and optimality conditions for DC and bilevel infinite and semi-infinite programs
- Linear regularity, equirregularity, and intersection mappings for convex semi-infinite inequality systems
- The stable duality of DC programs for composite convex functions
- Optimality theorems for convex semidefinite vector optimization problems
- Formulas for sequential Pareto subdifferentials of the sums of vector mappings and applications to optimality conditions
- Optimality conditions for composite DC infinite programming problems
- Optimality conditions of robust convex multiobjective optimization via \(\epsilon\)-constraint scalarization and image space analysis
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems
- On \(\varepsilon\)-optimality conditions for multiobjective fractional optimization problems
- On robust approximate optimal solutions for fractional semi-infinite optimization with uncertainty data
- A support function approach for characterizations of convex normal cone
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- New Farkas-type constraint qualifications in convex infinite programming
- Characterizations of solution sets of convex vector minimization problems
- Characterizations of robust solution set of convex programs with uncertain data
- Sequential optimality conditions for multiobjective fractional programming problems
- Sequential characterizations of approximate solutions in convex vector optimization problems with set-valued maps
- Title not available (Why is that?)
- Multiobjective DC programs with infinite convex constraints
- Duality and optimality conditions for generalized equilibrium problems involving DC functions
- Characterizations of robust \(\varepsilon\)-quasi optimal solutions for nonsmooth optimization problems with uncertain data
- Characterizing global optimality for DC optimization problems under convex inequality constraints
- On approximate solutions and saddle point theorems for robust convex optimization
- A closedness condition and its applications to DC programs with convex constraints
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Liberating the subgradient optimality conditions from constraint qualifications
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