Semi-infinite programming, duality, discretization and optimality conditions†
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Publication:3622011
DOI10.1080/02331930902730070zbMATH Open1158.90410OpenAlexW2043136268MaRDI QIDQ3622011FDOQ3622011
Publication date: 23 April 2009
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331930902730070
discretizationLagrange multipliersconvex analysissemi-infinite programmingconjugate dualityfirst- and second-order optimality conditions
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Cited In (57)
- Variational analysis based on proximal subdifferential on smooth Banach spaces
- Set-valued semi-infinite programming problems with \(\tau\)-cone arcwise connectedness of higher-order
- Optimality conditions and duality for multiobjective semi-infinite optimization problems with switching constraints on Hadamard manifolds
- An SDP method for fractional semi-infinite programming problems with SOS-convex polynomials
- Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications
- Discretization methods for the solution of semi-infinite programming problems
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- On nonsmooth semi-infinite minimax programming problem with \((\Phi, \rho)\)-invexity
- Theory and Algorithms for Shapelet-Based Multiple-Instance Learning
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- Second-order sequence-based necessary optimality conditions in constrained nonsmooth vector optimization and applications
- An improved bootstrap test for restricted stochastic dominance
- A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints
- On an eigenvalue for the Laplace operator in a disk with Dirichlet boundary condition on a small part of the boundary in a critical case
- Slater Condition for Tangent Derivatives
- On necessary optimality conditions for nonsmooth vector optimization problems with mixed constraints in infinite dimensions
- Solving semi-infinite programs by smoothing projected gradient method
- Duality for semi-definite and semi-infinite programming
- Necessary conditions and duality for inexact nonlinear semi-infinite programming problems
- The Alternating Descent Conditional Gradient Method for Sparse Inverse Problems
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- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Duality models for multiobjective semiinfinite fractional programming problems involving type-I and related functions
- On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
- Perfect duality in semi-infinite and semidefinite programming
- Solving continuous set covering problems by means of semi-infinite optimization. With an application in product portfolio optimization
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- No-arbitrage bounds for the forward smile given marginals
- Duality for nonsmooth semi-infinite programming problems
- Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints
- LP relaxations for a class of linear semi-infinite programming problems
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- Multiobjective DC programs with infinite convex constraints
- Relaxed cutting plane method with convexification for solving nonlinear semi-infinite programming problems
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
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- First and second order optimality conditions for vector optimization problems on metric spaces
- Stability and augmented Lagrangian duality in nonconvex semi-infinite programming
- Convex SIP problems with finitely representable compact index sets: immobile indices and the properties of the auxiliary NLP problem
- Distributionally robust inference for extreme value-at-risk
- An inexact primal-dual algorithm for semi-infinite programming
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- Nonsmooth semi-infinite minmax programming involving generalized \((\varPhi,\rho)\)-invexity
- Non-convex semi-infinite min-max optimization with noncompact sets
- Optimality conditions and duality for nondifferentiable multiobjective semi-infinite programming problems with generalized \((C,\alpha,\rho,d)\)-convexity
- How to solve a semi-infinite optimization problem
- Projection: A Unified Approach to Semi-Infinite Linear Programs and Duality in Convex Programming
- Distributionally robust portfolio optimization with linearized STARR performance measure
- Strong duality and sensitivity analysis in semi-infinite linear programming
- Optimality analysis of a class of semi-infinite programming problems
- Nonsmooth semi-infinite programming problem using limiting subdifferentials
- Stationarity and regularity of infinite collections of sets: applications to infinitely constrained optimization
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