scientific article; zbMATH DE number 3465097

zbMATH Open0296.90036MaRDI QIDQ4050397FDOQ4050397

Publication date: 1974

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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)

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
Efficient allocations in double auction markets
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
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
A new constraint qualification for the formula of the subdifferential of composed convex functions in infinite dimensional spaces
Optimality conditions for vector optimization problems of a difference of convex mappings
Convex duality in optimal investment under illiquidity
Risk preferences on the space of quantile functions
Conjugate Maps, Subgradients and Conjugate Duality in Set-Valued Optimization
Initial condition of costate in linear optimal control using convex analysis
Conjugate duality in set-valued vector optimization
Introduction to convex optimization in financial markets
Regularized learning schemes in feature Banach spaces
A perturbation approach for an inverse quadratic programming problem
A general Farkas lemma and characterization of optimality for a nonsmooth program involving convex processes
Curvature of Hessian manifolds
Legendre transform and applications to finite and infinite optimization
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics
Conjugate duality for constrained vector optimization in abstract convex frame
Characterizing global optimality for DC optimization problems under convex inequality constraints
Subcalculus for set functions and cores of TU games.
Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
An example of stability for the minima of a sequence of \(DC\) functions: Homogenization for a class of nonlinear Sturm-Liouville problems
Convex optimization in infinite dimensional spaces
Variational principles for nonlinear PDE systems via duality
Extremality of convex sets with some applications
Second-order optimality conditions for a semilinear elliptic optimal control problem with mixed pointwise constraints
OPTIMIZATION OF THE NICOLETTI BOUNDARY VALUE PROBLEM FOR SECOND-ORDER DIFFERENTIAL INCLUSIONS
A max-plus dual space fundamental solution for a class of operator differential Riccati equations
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
Risk trading and endogenous probabilities in investment equilibria
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
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^†
Operator splitting performance estimation: tight contraction factors and optimal parameter selection
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
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

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