Quasi-convexity, strictly quasi-convexity and pseudo-convexity of composite objective functions
From MaRDI portal
Publication:5685864
DOI10.1051/m2an/197206R100151zbMath0268.90052MaRDI QIDQ5685864
Publication date: 1972
Published in: Revue française d'automatique informatique recherche opérationnelle. Mathématique (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/193197
Related Items
Optimization of Quasi-convex Function over Product Measure Sets, Time-consistency of risk measures: how strong is such a property?, Sufficient optimality conditions in continuous-time nonlinear programming, Quasiconvex Jensen Divergences and Quasiconvex Bregman Divergences, Generalized concavity of a function in portfolio theory, Bibliography in fractional programming
Cites Work
- Strictly quasi-convex (concave) functions and duality in mathematical programming
- Bounds for functionally convex optimal control problems
- Quasi-Concave Programming
- A Stochastic Programming Model
- Pseudo-Convex Functions
- Stochastic Programming with Aspiration or Fractile Criteria
- An Algorithm for the Minimum-Risk Problem of Stochastic Programming
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item