scientific article; zbMATH DE number 3465097

zbMATH Open0296.90036MaRDI QIDQ4050397FDOQ4050397

Publication date: 1974

Title of this publication is not available (Why is that?)

Convex programming (90C25) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Optimality conditions for problems in abstract spaces (49K27) Sensitivity, stability, well-posedness (49K40) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

Cited In (only showing first 100 items - show all)

Characterizations of the subdifferential of convex integral functions under qualification conditions
Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations
Abstract subdifferentials and some characterizations of optimal solutions
Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma
Duality and regularization for inf-sup problems
Dual representations for systemic risk measures based on acceptance sets
Buffered Probability of Exceedance: Mathematical Properties and Optimization
A note on limiting infisup theorems
Convex duality and calculus: Reduction to cones
Conjugates of integral functionals on continuous functions
Optimization with Multivariate Stochastic Dominance Constraints
Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap
Complete characterization of optimality for convex programming in banach spaces^†
On a notion of subdifferentiability for non-convex functions^†
Preservation of Convergence of Convex Sets and Functions in Finite Dimensions
Duality for convex infinite optimization on linear spaces
Two optimal value functions in parametric conic linear programming
State-dependent implicit sweeping process in the framework of quasistatic evolution quasi-variational inequalities
Max-plus summation of Fenchel-transformed semigroups for solution of nonlinear Bellman equations
Optimal use of historical information
Integral functionals on nonseparable Banach spaces with applications
Risk Trading and Endogenous Probabilities in Investment Equilibria
Optimality Conditions for Weakly ϵ-Efficient Solutions of Vector Optimization Problems with Applications
Differentiability of Set-Valued Maps in Banach Spaces
Mathematical theory of optimal control
Time-consistent approximations of risk-averse multistage stochastic optimization problems
Parallel bundle-based decomposition for large-scale structured mathematical programming problems
Conjugate duality in the optimization of the search for a target with generalized conditionally deterministic motion
An extension lemma and homogeneous programming
Norm duality for convex processes and applications
A generalization of the Fenchel-Moreau theorem
On weak * closedness, coerciveness, and inf-sup theorems
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A limiting infisup theorem
Level sets regularization with application to optimization problems
On infinite-dimensional control systems with state and control constraints
Continuity of the Fenchel Transform of Convex Functions
Second-order epi-derivatives of integral functionals
Two general methods for computing saddle points with applications for decomposing convex programming problems
A new use of Douglas-Rachford splitting for identifying infeasible, unbounded, and pathological conic programs
Parameter-dependent stochastic optimal control in finite discrete time
Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection
Monotone operator theory in convex optimization
Partial mean field limits in heterogeneous networks
Stable and total Fenchel duality for composed convex optimization problems
Affine minorants minimizing the sum of convex functions
On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems
Incorporating statistical model error into the calculation of acceptability prices of contingent claims
Conjugate duality and the curse of dimensionality
Duality and Convex Programming
Singular-Degenerate Multivalued Stochastic Fast Diffusion Equations
Optimal control of a class of non-linear evolution equations
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Absorbing continuous-time Markov decision processes with total cost criteria
Convex composite minimization with \(C^{1,1}\) functions
Revisiting some rules of convex analysis
On epsilon-stability in optimization
On duality gap in linear conic problems
Robust unit commitment with \(n-1\) security criteria
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming
The shadow price of information in continuous time decision problems
An efficient primal-dual method for the obstacle problem
Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
Quadratic two-stage stochastic optimization with coherent measures of risk
Second Order Differentiability of Convex Functions in Banach Spaces
A parallel method for earth mover's distance
A subgradient duality theorem
Subdifferentiation of integral functionals
Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs
Distributionally robust \(L_1\)-estimation in multiple linear regression
A generalized Farkas lemma with applications to quasidifferentiable programming
Concave duality: Application to problems dealing with difference of functions
Operations on convergent families of sets and functions
Optimization of boundary value problems for higher order differential inclusions and duality
A stability result in quasi-convex programming
On the dual representation of coherent risk measures
An inexact SQP Newton method for convex SC\(^{1}\) minimization problems
Duality in vector optimization
Duality for the sum of convex functions in general normed spaces
On functionals with convex Carathéodory integrands with a linear growth condition
Duality in optimal control with first order partial differential inclusions
Statistical estimation of composite risk functionals and risk optimization problems
Extremal Solutions of Evolution Inclusions Associated with Time Dependent Convex Subdifferentials
Optimal control of evolution mixed variational inclusions
Miscellaneous incidences of convergence theories in optimization and nonlinear analysis. I: Behavior of solutions
An efficient inexact ABCD method for least squares semidefinite programming
Automatic Continuity and Openness of Convex Relations
Second-order subgradients of convex integral functionals
Constraint controllability for linear control systems
Generalized convexity and concavity of the optimal value function in nonlinear programming
The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
Duality for \(\varepsilon \)-variational inequality
Conjugate Duality for Constrained Vector Optimization in Abstract Convex Frame
Sandwich Theorem und offene Zerlegungen in schwach K-analytischen Banachräumen. (Sandwich theorem and open decompositions in weakly K- analytic Banach spaces)
An abstract symmetric framework for duality in mathematical programming
Sufficient conditions for duality in homogeneous programming
Augmented lagrangians in semi-infinite programming
Discrete convex analysis
Convergent bounds for stochastic programs with expected value constraints
A note on subdifferentials of convex composite functionals

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