scientific article; zbMATH DE number 3465097

Publication date 1974

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

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Extremality of convex sets with some applications
Epi‐consistency of convex stochastic programs
Joint games and compatibility
New dual constraint qualifications characterizing zero duality gaps of convex programs and semidefinite programs
Optimal control of a class of non-linear evolution equations
Characterizations of the subdifferential of convex integral functions under qualification conditions
Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
Lagrange duality for evenly convex optimization problems
scientific article; zbMATH DE number 3948007 (Why is no real title available?)
Two-stage optimization problems with multivariate stochastic order constraints
Convex duality in nonlinear optimal transport
On the necessity of the Moreau-Rockafellar-Robinson qualification condition in Banach spaces
Introduction to duality in optimization theory
Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
A max-plus dual space fundamental solution for a class of operator differential Riccati equations
The natural Banach space for version independent risk measures
Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations
Duality gap of the conic convex constrained optimization problems in normed spaces
What is quasiconvex analysis?
OPTIMIZATION OF THE NICOLETTI BOUNDARY VALUE PROBLEM FOR SECOND-ORDER DIFFERENTIAL INCLUSIONS
Abstract subdifferentials and some characterizations of optimal solutions
A dual adaptive algorithm for matrix optimization with sparse group Lasso regularization
Douglas-Rachford splitting and ADMM for pathological convex optimization
Infinite-dimensional convex programming with applications to constrained approximation
Absorbing continuous-time Markov decision processes with total cost criteria
Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma
Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options
Quadratic model updating with gyroscopic structure from partial eigendata
Optimization of Lagrange problem with higher-order differential inclusion and special boundary-value conditions
Revisiting some rules of convex analysis
On epsilon-stability in optimization
On duality gap in linear conic problems
Duality and regularization for inf-sup problems
Convex composite minimization with \(C^{1,1}\) functions
Stochastic dynamic cutting plane for multistage stochastic convex programs
Robust unit commitment with n-1 security criteria
Dual representations for systemic risk measures based on acceptance sets
On substitutability and complementarity in discrete choice models
Risk trading and endogenous probabilities in investment equilibria
scientific article; zbMATH DE number 3766554 (Why is no real title available?)
Pricing of claims in discrete time with partial information
Zero duality gaps in infinite-dimensional programming
Deep restricted kernel machines using conjugate feature duality
A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
An accelerated active-set algorithm for a quadratic semidefinite program with general constraints
Distributionally robust optimization
Regularization graphs -- a unified framework for variational regularization of inverse problems
Variational analysis of a nonconvex and nonsmooth optimization problem: an introduction
A Comparison of Some Recent Regularity Conditions for Fenchel Duality
Approximation accuracy, gradient methods, and error bound for structured convex optimization
Hilbert direct integrals of monotone operators
Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
Management of a hydropower system via convex duality
Maximum entropy and integer partitions
Buffered Probability of Exceedance: Mathematical Properties and Optimization
An efficient primal-dual method for the obstacle problem
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming
On the duality gap and Gale's example in infinite-dimensional conic linear programming
Conjugate duality in stochastic controls with delay
Convex integral functionals
The shadow price of information in continuous time decision problems
Quadratic two-stage stochastic optimization with coherent measures of risk
Optimality conditions and duality for a class of continuous-time linear optimization problems
Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
Convex integral functionals of processes of bounded variation
Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity
Recent progress in random metric theory and its applications to conditional risk measures
Proximal algorithms in statistics and machine learning
Stability and regular points of inequality systems
Relaxed utility maximization in complete markets
A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms
An elementary proof of the dual representation of expected shortfall
Systemic risk measures on general measurable spaces
A subgradient duality theorem
A parallel method for earth mover's distance
Lagrangian duality and cone convexlike functions
Assessing loan eligibility through correlation matrix approximation for credit estimation
Second Order Differentiability of Convex Functions in Banach Spaces
Existence and uniqueness results for a class of nonlocal conservation laws by means of a Lax-Hopf-type solution formula
Subdifferentiation of integral functionals
Inviscid Burgers as a degenerate elliptic problem
Optimality conditions for extended Ky Fan inequality with cone and affine constraints and their applications
Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs
A note on limiting infisup theorems
A Minkowski type trace inequality and strong subadditivity of quantum entropy. II: Convexity and concavity
Monotone Sharpe ratios and related measures of investment performance
Perturbational approach to duality in evenly convex set-valued optimization
Topological duals of locally convex function spaces
Convergence results for a self-dual regularization of convex problems
The Hahn–Banach–Lagrange theorem
Convex duality and calculus: Reduction to cones
Optimal stopping without Snell envelopes
Distributionally robust \(L_1\)-estimation in multiple linear regression
Optimization of first-order Nicoletti boundary value problem with discrete and differential inclusions and duality
A weaker regularity condition for subdifferential calculus and Fenchel duality in infinite dimensional spaces.
Entropic projections and dominating points
A formula on the conjugate of the max of a convex functions and a concave function
Quadratic Hedging with Mixed State and Control Constraints
Conjugates of integral functionals on continuous functions

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