γ-Active Constraints in Convex Semi-Infinite Programming
From MaRDI portal
Publication:2877741
DOI10.1080/01630563.2014.895745zbMath1295.90096OpenAlexW2056458784MaRDI QIDQ2877741
Juan-Enrique Martinez-Legaz, Carlos Armando Zetina, Maxim Ivanov Todorov
Publication date: 25 August 2014
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: http://ddd.uab.cat/record/184596
Related Items
Constraint qualifications in convex vector semi-infinite optimization, Recent contributions to linear semi-infinite optimization, Recent contributions to linear semi-infinite optimization: an update, Asymptotic optimality conditions for linear semi-infinite programming
Cites Work
- Unnamed Item
- Numerical treatment of an asset price model with non-stochastic uncertainty. (With comments and rejoinder).
- On general minimax theorems
- Numerical experiments with universal barrier functions for cones of Chebyshev systems
- On feasible sets defined through Chebyshev approximation
- On the stability of the boundary of the feasible set in linear optimization
- Constraint Qualifications for Semi-Infinite Systems of Convex Inequalities
- Sufficient optimality conditions for convex semi-infinite programming
- Extended Active Constraints in Linear Optimization with Applications
- New Farkas-type constraint qualifications in convex infinite programming
- Convex Analysis
- On the stability of the feasible set in linear optimization
- Solving general capacity problem by relaxed cutting plane approach