scientific article; zbMATH DE number 2156769
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Publication:4669346
zbMATH Open1082.49028MaRDI QIDQ4669346FDOQ4669346
Authors: Dan Tiba, Constantin Zălinescu 
Publication date: 15 April 2005
Full work available at URL: http://www.heldermann.de/JCA/JCA11/jca11007.htm
Title of this publication is not available (Why is that?)
Convex programming (90C25) Optimality conditions for problems in abstract spaces (49K27) Programming in abstract spaces (90C48)
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- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
- On strong and total Lagrange duality for convex optimization problems
- Implicit parametrizations and applications in optimization and control
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- Necessary optimality conditions for constrained optimization problems under relaxed constraint qualifications
- On regularity for constrained extremum problems. II: Necessary optimality conditions
- The strong conical hull intersection property for convex programming
- Varying confidence levels for CVaR risk measures and minimax limits
- Lagrange multiplier characterizations of constrained best approximation with infinite constraints
- Metric inequality conditions on sets and consequences in optimization
- Abadie constraint qualifications for convex constraint systems and applications to calmness property
- New regularity conditions for strong and total Fenchel-Lagrange duality in infinite dimensional spaces
- Error bounds for convex differentiable inequality systems in Banach spaces
- Robust Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty
- Error bounds for systems of lower semicontinuous functions in Asplund spaces
- An extension of the basic constraint qualification to nonconvex vector optimization problems
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