scientific article; zbMATH DE number 3465097

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)

Absorbing continuous-time Markov decision processes with total cost criteria
Convex composite minimization with \(C^{1,1}\) functions
Revisiting some rules of convex analysis
On epsilon-stability in optimization
On duality gap in linear conic problems
Robust unit commitment with \(n-1\) security criteria
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming
The shadow price of information in continuous time decision problems
An efficient primal-dual method for the obstacle problem
Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
Quadratic two-stage stochastic optimization with coherent measures of risk
Second Order Differentiability of Convex Functions in Banach Spaces
A parallel method for earth mover's distance
A subgradient duality theorem
Subdifferentiation of integral functionals
Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs
Distributionally robust \(L_1\)-estimation in multiple linear regression
A generalized Farkas lemma with applications to quasidifferentiable programming
Concave duality: Application to problems dealing with difference of functions
Operations on convergent families of sets and functions
Optimization of boundary value problems for higher order differential inclusions and duality
A stability result in quasi-convex programming
On the dual representation of coherent risk measures
An inexact SQP Newton method for convex SC\(^{1}\) minimization problems
Duality in vector optimization
Duality for the sum of convex functions in general normed spaces
On functionals with convex Carathéodory integrands with a linear growth condition
Duality in optimal control with first order partial differential inclusions
Statistical estimation of composite risk functionals and risk optimization problems
Efficient allocations in double auction markets
Extremal Solutions of Evolution Inclusions Associated with Time Dependent Convex Subdifferentials
Optimal control of evolution mixed variational inclusions
Miscellaneous incidences of convergence theories in optimization and nonlinear analysis. I: Behavior of solutions
An efficient inexact ABCD method for least squares semidefinite programming
Automatic Continuity and Openness of Convex Relations
Second-order subgradients of convex integral functionals
Constraint controllability for linear control systems
Generalized convexity and concavity of the optimal value function in nonlinear programming
The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
Duality for \(\varepsilon \)-variational inequality
Sandwich Theorem und offene Zerlegungen in schwach K-analytischen Banachräumen. (Sandwich theorem and open decompositions in weakly K- analytic Banach spaces)
An abstract symmetric framework for duality in mathematical programming
Sufficient conditions for duality in homogeneous programming
Augmented lagrangians in semi-infinite programming
Discrete convex analysis
Convergent bounds for stochastic programs with expected value constraints
A note on subdifferentials of convex composite functionals
A new constraint qualification for the formula of the subdifferential of composed convex functions in infinite dimensional spaces
Optimality conditions for vector optimization problems of a difference of convex mappings
Convex duality in optimal investment under illiquidity
Risk preferences on the space of quantile functions
Conjugate Maps, Subgradients and Conjugate Duality in Set-Valued Optimization
Initial condition of costate in linear optimal control using convex analysis
Conjugate duality in set-valued vector optimization
Introduction to convex optimization in financial markets
Regularized learning schemes in feature Banach spaces
A perturbation approach for an inverse quadratic programming problem
A general Farkas lemma and characterization of optimality for a nonsmooth program involving convex processes
Curvature of Hessian manifolds
Legendre transform and applications to finite and infinite optimization
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics
Conjugate duality for constrained vector optimization in abstract convex frame
Characterizing global optimality for DC optimization problems under convex inequality constraints
Subcalculus for set functions and cores of TU games.
Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
An example of stability for the minima of a sequence of \(DC\) functions: Homogenization for a class of nonlinear Sturm-Liouville problems
Convex optimization in infinite dimensional spaces
Variational principles for nonlinear PDE systems via duality
Extremality of convex sets with some applications
Second-order optimality conditions for a semilinear elliptic optimal control problem with mixed pointwise constraints
OPTIMIZATION OF THE NICOLETTI BOUNDARY VALUE PROBLEM FOR SECOND-ORDER DIFFERENTIAL INCLUSIONS
A max-plus dual space fundamental solution for a class of operator differential Riccati equations
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
Title not available (Why is that?)
Zero duality gaps in infinite-dimensional programming
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
Relaxed utility maximization in complete markets
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
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
Entropic projections and dominating points
A weaker regularity condition for subdifferential calculus and Fenchel duality in infinite dimensional spaces.

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4050397)