Linear conic and two-stage stochastic optimization revisited via semi-infinite optimization
From MaRDI portal
Publication:6606315
Recommendations
- Recent contributions to linear semi-infinite optimization: an update
- Recent contributions to linear semi-infinite optimization
- scientific article; zbMATH DE number 1186918
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- Two-stage stochastic linear programs with incomplete information on uncertainty
Cites work
- scientific article; zbMATH DE number 3465097 (Why is no real title available?)
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- scientific article; zbMATH DE number 3801333 (Why is no real title available?)
- scientific article; zbMATH DE number 3238144 (Why is no real title available?)
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- A semidefinite programming based polyhedral cut and price approach for the maxcut problem
- Advances in convex optimization: conic programming
- Characterizations of interiors of feasible and infeasible data instances and feasibility for conic linear programming
- Conic linear programming duals for classes of quadratic semi-infinite programs with applications
- Convex Analysis
- DUALITY, HAAR PROGRAMS, AND FINITE SEQUENCE SPACES
- Duality in semi-infinite programs and some works of Haar and Carathéodory
- Extension of the LP-Newton method to conic programming problems via semi-infinite representation
- Genericity results in linear conic programming -- a tour d'horizon
- Locally Farkas-Minkowski linear inequality systems
- Modeling, inference and optimization of regulatory networks based on time series data
- Numerical treatment of a class of semi‐infinite programming problems
- On Representations of Semi-Infinite Programs which Have No Duality Gaps
- On duality theory of conic linear problems.
- On the Computational Solution of a Class of Generalized Moment Problems
- On the characterization of some families of closed convex sets
- On the theory of semi‐infinite programming and a generalization of the kuhn‐tucker saddle point theorem for arbitrary convex functions
- Optimal value function in semi-infinite programming
- Post-Optimal Analysis in Linear Semi-Infinite Optimization
- Problem-based optimal scenario generation and reduction in stochastic programming
- Recent contributions to linear semi-infinite optimization: an update
- Relaxed Lagrangian duality in convex infinite optimization: reducibility and strong duality
- Robust optimization in spline regression models for multi-model regulatory networks under polyhedral uncertainty
- Scenario reduction in stochastic programming
- Scenarios for multistage stochastic programs
- Selected applications of linear semi-infinite systems theory
- Sensitivity analysis in linear semi-infinite programming via partitions
- Stability of the duality gap in linear optimization
- Stability of the primal-dual partition in linear semi-infinite programming
- Stochastic linear programming. Models, theory, and computation
- Two-stage stochastic linear programs with incomplete information on uncertainty
This page was built for publication: Linear conic and two-stage stochastic optimization revisited via semi-infinite optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6606315)
