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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)

What is quasiconvex analysis?
Two-stage optimization problems with multivariate stochastic order constraints
Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
The natural Banach space for version independent risk measures
New dual constraint qualifications characterizing zero duality gaps of convex programs and semidefinite programs
Lagrange duality for evenly convex optimization problems
On the necessity of the Moreau-Rockafellar-Robinson qualification condition in Banach spaces
Duality gap of the conic convex constrained optimization problems in normed spaces
Infinite-dimensional convex programming with applications to constrained approximation
Stochastic dynamic cutting plane for multistage stochastic convex programs
Quadratic model updating with gyroscopic structure from partial eigendata
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Zero duality gaps in infinite-dimensional programming
New regularity conditions and Fenchel dualities for DC optimization problems involving composite functions
A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
Approximation accuracy, gradient methods, and error bound for structured convex optimization
Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms
Proximal algorithms in statistics and machine learning
Recent progress in random metric theory and its applications to conditional risk measures
Stability and regular points of inequality systems
Lagrangian duality and cone convexlike functions
Systemic risk measures on general measurable spaces
The Hahn–Banach–Lagrange theorem
The Principle of Least Action and Fundamental Solutions of Mass-Spring and N-Body Two-Point Boundary Value Problems
Optimality conditions for extended Ky Fan inequality with cone and affine constraints and their applications
A Minkowski type trace inequality and strong subadditivity of quantum entropy. II: Convexity and concavity
A weaker regularity condition for subdifferential calculus and Fenchel duality in infinite dimensional spaces.
Super-resolution of point sources via convex programming
Conjugate maps and duality in multiobjective optimization
Stochastic programs without duality gaps
Coercivity properties and well-posedness in vector optimization
A unified approach to duality in convex programming
The approximate determinantal assignment problem
Canonical dual approach to solving the maximum cut problem
Duality theory and applications to unilateral problems
Convex sweeping process in the framework of measure differential inclusions and evolution variational inequalities
Extension of some results for channel capacity using a generalized information measure
Partial inverse of a monotone operator
Fundamental Theorems of Asset Pricing for Good Deal Bounds
Quasi interiors, Lagrange multipliers, and \(L^ p\) spectral estimation with lattice bounds
Some applications of the image space analysis to the duality theory for constrained extremum problems
Quasi-concave density estimation
An augmented Lagrangian method for a class of Inverse quadratic programming problems
Weakly upper Lipschitz multifunctions and applications in parametric optimization
Fenchel duality in infinite-dimensional setting and its applications.
Generalizations of Slater's constraint qualification for infinite convex programs
Partially finite convex programming. II: Explicit lattice models
Dual representation of superhedging costs in illiquid markets
Gain-loss pricing under ambiguity of measure
RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS
Extended Lagrange And Penalty Functions in Continuous Optimization^*
A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
Entropic Projections and Dominating Points
Sublinear upper bounds for stochastic programs with recourse
\(\varepsilon\)-subdifferentials of set-valued maps and \(\varepsilon\)-weak Pareto optimality for multiobjective optimization
An alternative formulation for a new closed cone constraint qualification
New Farkas-type constraint qualifications in convex infinite programming
Variational composition of a monotone operator and a linear mapping with applications to elliptic PDEs with singular coefficients
Random variables, monotone relations, and convex analysis
Risk measuring under model uncertainty
Perfect duality for convexlike programs
Weak sharp minima revisited. III: Error bounds for differentiable convex inclusions
SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
SUPERHEDGING IN ILLIQUID MARKETS
Conjugate duality for constrained optimization via image space analysis and abstract convexity
Duality for constrained multifacility location problems with mixed norms and applications
Nonconvex and nonmonotone perturbations of evolution inclusions of subdifferential type
Dualization of signal recovery problems
Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
The Lagrange approach to infinite linear programs
Stable zero duality gaps in convex programming: complete dual characterisations with applications to semidefinite programs
The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization
Fixed Points and Stationary Points of Dissipative Multivalued Maps
Variational geometric approach to generalized differential and conjugate calculi in convex analysis
The Linear and Asymptotically Superlinear Convergence Rates of the Augmented Lagrangian Method with a Practical Relative Error Criterion
Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
On the game interpretation of a shadow price process in utility maximization problems under transaction costs
A practical relative error criterion for augmented Lagrangians
Canonical Duality Theory: Connections between Nonconvex Mechanics and Global Optimization
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Convexity and concavity properties of the optimal value function in parametric nonlinear programming
QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
An introduction to a class of matrix cone programming
Risk-averse stochastic optimal control: an efficiently computable statistical upper bound
Newton's method for computing the nearest correlation matrix with a simple upper bound
Optimality conditions in portfolio analysis with general deviation measures
Convex risk functionals: representation and applications
Weak sharp minima revisited. II: Application to linear regularity and error bounds
Epi‐consistency of convex stochastic programs
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

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