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Publication:4050397
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)
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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
- 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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