scientific article; zbMATH DE number 3465097

Publication date 1974

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

Cited in

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A Minkowski type trace inequality and strong subadditivity of quantum entropy. II: Convexity and concavity
Duality gap of the conic convex constrained optimization problems in normed spaces
Duality for \(\varepsilon \)-variational inequality
Convergent bounds for stochastic programs with expected value constraints
A generalization of the Fenchel-Moreau theorem
Two general methods for computing saddle points with applications for decomposing convex programming problems
Abstract subdifferentials and some characterizations of optimal solutions
Extension of some results for channel capacity using a generalized information measure
Sublinear upper bounds for stochastic programs with recourse
Concave duality: Application to problems dealing with difference of functions
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics
Conjugate maps and duality in multiobjective optimization
A limiting infisup theorem
Mathematical theory of optimal control
Perfect duality for convexlike programs
Constraint controllability for linear control systems
A unified approach to duality in convex programming
Partially finite convex programming. II: Explicit lattice models
Generalizations of Slater's constraint qualification for infinite convex programs
Sufficient conditions for duality in homogeneous programming
Affine minorants minimizing the sum of convex functions
A subgradient duality theorem
Duality and regularization for inf-sup problems
A stability result in quasi-convex programming
Zero duality gaps in infinite-dimensional programming
A formula on the conjugate of the max of a convex functions and a concave function
Discrete convex analysis
On the failure of maximum entropy reconstruction for Fredholm equations and other infinite systems
Infinite-dimensional convex programming with applications to constrained approximation
Quasi interiors, Lagrange multipliers, and \(L^ p\) spectral estimation with lattice bounds
Second-order epi-derivatives of integral functionals
Graphical methods in first and second-order differentiability theory of integral functionals
Miscellaneous incidences of convergence theories in optimization and nonlinear analysis. I: Behavior of solutions
Some formulae of convex and nonconvex duality
Calculus rules for global approximate minima and applications to approximate subdifferential calculus
Duality for the sum of convex functions in general normed spaces
Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs
The Lagrange approach to infinite linear programs
Conjugate duality in set-valued vector optimization
Subcalculus for set functions and cores of TU games.
Fenchel duality in infinite-dimensional setting and its applications.
Stable and total Fenchel duality for composed convex optimization problems
On the dual representation of coherent risk measures
Monotone operator theory in convex optimization
Unbalanced and partial \(L_1\) Monge-Kantorovich problem: a scalable parallel first-order method
On semicoercive sweeping process with velocity constraint
A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
Some dual characterizations of Farkas-type results for fractional programming problems
Extremality of convex sets with some applications
Quadratic minimization with portfolio and intertemporal wealth constraints
Conjugates of integral functionals on continuous functions
An efficient primal-dual method for the obstacle problem
Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap
Proximal penalty-duality algorithms for mixed optimality conditions
Approximate ADMM algorithms derived from Lagrangian splitting
Necessary and sufficient conditions for strong Fenchel-Lagrange duality via a coupling conjugation scheme
Geometry of the expected value set and the set-valued sample mean process
Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options
Management of a hydropower system via convex duality
Incorporating statistical model error into the calculation of acceptability prices of contingent claims
QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
On functionals with convex Carathéodory integrands with a linear growth condition
A parallel method for earth mover's distance
Convex integral functionals of regular processes
Nesterov's smoothing technique and minimizing differences of convex functions for hierarchical clustering
Weakly upper Lipschitz multifunctions and applications in parametric optimization
Convex duality in optimal investment and contingent claim valuation in illiquid markets
Proximal algorithms in statistics and machine learning
An example of stability for the minima of a sequence of \(DC\) functions: Homogenization for a class of nonlinear Sturm-Liouville problems
A general Farkas lemma and characterization of optimality for a nonsmooth program involving convex processes
Variational composition of a monotone operator and a linear mapping with applications to elliptic PDEs with singular coefficients
Convex composite minimization with \(C^{1,1}\) functions
Characterizing global optimality for DC optimization problems under convex inequality constraints
A note on subdifferentials of convex composite functionals
Stochastic programs without duality gaps
Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
Dual representation of superhedging costs in illiquid markets
Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma
Monotone Sharpe ratios and related measures of investment performance
Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations
Multi-utility representations of incomplete preferences induced by set-valued risk measures
An accelerated active-set algorithm for a quadratic semidefinite program with general constraints
A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
Stochastic dynamic cutting plane for multistage stochastic convex programs
Algebraic approach to duality in optimization and applications
Fenchel duality theory and a primal-dual algorithm on Riemannian manifolds
Duality in optimal impulse control
Duality for convex infinite optimization on linear spaces
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration
On the duality gap and Gale's example in infinite-dimensional conic linear programming
Topological duals of locally convex function spaces
Optimization of boundary value problems for higher order differential inclusions and duality
Macro-hybrid dual optimal control of transport flow through elastoviscoplastic porous media
Are American options European after all?
Two optimal value functions in parametric conic linear programming
Frameworks and results in distributionally robust optimization
Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm
Null controllability for distributed systems with time-varying constraint and applications to parabolic-like equations

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