Ordinary convex programs without a duality gap

DOI10.1007/BF00932472zbMATH Open0198.24604OpenAlexW2151395035MaRDI QIDQ2539955FDOQ2539955

Authors: R. T. Rockafellar 

Publication date: 1971

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00932472

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zbMATH Keywords

operations research

Cites Work

• Convex Analysis
• Title not available (Why is that?)
• Helly's theorem and minima of convex functions

Cited In (18)

• Characterizing quasiconvexity of the pointwise infimum of a family of arbitrary translations of quasiconvex functions, with applications to sums and quasiconvex optimization
• On A characterization of optimality in convex programming
• On efficient sets in vector maximum problems - A brief survey
• Existence theorems for general control problems of Bolza and Lagrange
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Penalty function methods and a duality gap for invex optimization problems
• Arbitrage, equilibrium, and gains from trade: A counterexample
• Some convex programs without a duality gap
• Stochastic convex programming: Kuhn-Tucker conditions
• Stable parametric programming^*
• Set intersection theorems and existence of optimal solutions
• Limiting Lagrangians: A primal approach
• Efficiency in multiple objective optimization problems
• Existence of optimal solutions and duality results under weak conditions
• A general correspondence between dual minimax problems and convex programs
• Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty
• Primal and dual optimality criteria in convex programming
• On the lower semicontinuity of the value function and existence of solutions in quasiconvex optimization

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