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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)

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
Title not available (Why is that?)
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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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

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