Recent contributions to linear semi-infinite optimization: an update
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Cites work
- A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem
- A fast algorithm for the optimal design of high accuracy windows in signal processing
- A generalized Farkas lemma with a numerical certificate and linear semi-infinite programs with SDP duals
- A ladder method for linear semi-infinite programming
- A multiplicative weights update algorithm for packing and covering semi-infinite linear programs
- A New Approach to Lagrange Multipliers
- A new exchange method for convex semi-infinite programming
- A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing
- A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding
- A relaxation method for solving systems with infinitely many linear inequalities
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- A semi-infinite programming algorithm for solving optimal power flow with transient stability constraints
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- A sequential quadratic programming with a dual parametrization approach to nonlinear semi-infinite programming
- A shadow simplex method for infinite linear programs
- A successive constraint linear optimization method for lower bounds of parametric coercivity and inf-sup stability constants
- A successive SDP-NSDP approach to a robust optimization problem in finance
- Affine-Scaling Trajectories Associated with a Semi-Infinite Linear Program
- An accelerated central cutting plane algorithm for linear semi-infinite programming
- An algorithm for semi-infinite polynomial optimization
- An exact formula for radius of robust feasibility of uncertain linear programs
- An extension of the simplex algorithm for semi-infinite linear programming
- An Infinite Linear Program with a Duality Gap
- An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
- An interior point constraint generation algorithm for semi-infinite optimization with health-care application
- An iterative method for solving KKT system of the semi-infinite programming
- An LP empirical quadrature procedure for parametrized functions
- Asymptotic Behavior of Interior-Point Methods: A View From Semi-Infinite Programming
- Asymptotic optimality conditions for linear semi-infinite programming
- Averaging and linear programming in some singularly perturbed problems of optimal control
- Best approximate solutions of inconsistent linear inequality systems
- Bivariate interval semi-infinite programming with an application to environmental decision-making analysis
- Boundary of subdifferentials and calmness moduli in linear semi-infinite optimization
- Calmness modulus of fully perturbed linear programs
- Calmness modulus of linear semi-infinite programs
- Calmness of partially perturbed linear systems with an application to the central path
- Calmness of the argmin mapping in linear semi-infinite optimization
- Calmness of the feasible set mapping for linear inequality systems
- Calmness of the optimal value in linear programming
- Characterizations of error bounds for lower semicontinuous functions on metric spaces
- Classifying convex extremum problems over linear topologies having separation properties
- Comparative study of RPSALG algorithm for convex semi-infinite programming
- Complexity analysis of logarithmic barrier decomposition methods for semi-infinite linear programming
- Computing lower bounds on basket option prices by discretizing semi-infinite linear programming
- Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization
- Constraint qualifications for extended Farkas's lemmas and Lagrangian dualities in convex infinite programming
- Constraint qualifications for optimality conditions and total Lagrange dualities in convex infinite programming
- Constraint qualifications in convex vector semi-infinite optimization
- Constraint qualifications in linear vector semi-infinite optimization
- Convex inequalities without constraint qualification nor closedness condition, and their applications in optimization
- Copositive programming via semi-infinite optimization
- Critical objective size and calmness modulus in linear programming
- Distance to ill-posedness and the consistency value of linear semi-infinite inequality systems
- Distance to Solvability/Unsolvability in Linear Optimization
- Duality gap function in infinite dimensional linear programming
- Duality in semi-infinite programs and some works of Haar and Carathéodory
- DUALITY, HAAR PROGRAMS, AND FINITE SEQUENCE SPACES
- Dynamic linear programming games with risk-averse players
- Error bounds for the inverse feasible set mapping in linear semi-infinite optimization via a sensitivity dual approach
- Error bounds: necessary and sufficient conditions
- Essential convexity and complexity of semi-algebraic constraints
- Extended Active Constraints in Linear Optimization with Applications
- Extending the mixed algebraic-analysis Fourier-Motzkin elimination method for classifying linear semi-infinite programmes
- Farkas-Minkowski systems in semi-infinite programming
- Fixed-order \(H_\infty\) controller design for nonparametric models by convex optimization
- Generalized corner optimal solution for LSIP: existence and numerical computation
- Genericity results in linear conic programming -- a tour d'horizon
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- How to solve a semi-infinite optimization problem
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- Ill-posedness with respect to the solvability in linear optimization
- Implicit Functions and Solution Mappings
- Inequalities for discrete higher order convex functions
- Infinite dimensional analysis. A hitchhiker's guide.
- Infinite kernel learning via infinite and semi-infinite programming
- Interior-point algorithms for semi-infinite programming
- ISMISIP: an inexact stochastic mixed integer linear semi-infinite programming approach for solid waste management and planning under uncertainty
- Isolated calmness of solution mappings in convex semi-infinite optimization
- Knowledge-Based Linear Programming
- Kuznetsov independence for interval-valued expectations and sets of probability distributions: properties and algorithms
- Large scale multiple kernel learning
- Linear optimization and approximation. An introduction to the theoretical analysis and numerical treatment of semi-infinite programs. Transl. from the German
- Linear representations and quasipolyhedrality of a finite-valued convex function
- Linear semi-infinite optimization: recent advances
- Lipschitz modulus of fully perturbed linear programs
- Locally Farkas-Minkowski linear inequality systems
- Locally Farkas-Minkowski systems in convex semi-infinite programming
- LP relaxations for a class of linear semi-infinite programming problems
- Managing decentralized inventory and transshipment
- Metric Regularity and Constraint Qualifications for Convex Inequalities on Banach Spaces
- Mission-based component testing for series systems
- Model reduction of uncertain systems retaining the uncertainty structure
- Modified Lagrangian duality for the supremum of convex functions
- Motzkin decomposition of closed convex sets
- Motzkin decomposition of closed convex sets via truncation
- Necessary and Sufficient Conditions for a Local Minimum. 1: A Reduction Theorem and First Order Conditions
- New approach for the nonlinear programming with transient stability constraints arising from power systems
- New constraint qualification and optimality for linear semi-infinite programming
- New Farkas-type constraint qualifications in convex infinite programming
- New primal-dual partition of the space of linear semi-infinite continuous optimization problems
- No-arbitrage bounds for the forward smile given marginals
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- Numerical experiments with universal barrier functions for cones of Chebyshev systems
- Numerical treatment of a class of semi‐infinite programming problems
- Numerical treatment of Bayesian robustness problems
- On error bound moduli for locally Lipschitz and regular functions
- On implicit active constraints in linear semi-infinite programs with unbounded coefficients
- On metric regularity and the boundary of the feasible set in linear optimization
- On numerical optimization theory of infinite kernel learning
- On Representations of Semi-Infinite Programs which Have No Duality Gaps
- On solving a class of linear semi-infinite programming by SDP method
- On the 1962-1972 decade of semi-infinite programming: a subjective view.
- On the Computational Solution of a Class of Generalized Moment Problems
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
- On the stability of the feasible set in linear optimization
- On the sufficiency of finite support duals in semi-infinite linear programming
- 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
- Optimality conditions in convex multiobjective SIP
- Optimization methods and stability of inclusions in Banach spaces
- Optimum component test plans for phased-mission systems
- Outer limit of subdifferentials and calmness moduli in linear and nonlinear programming
- Outer limits of subdifferentials for min-max type functions
- Parametric semi-infinite linear programming I. continuity of the feasible set and of the optimal value
- Penalty and smoothing methods for convex semi-infinite programming
- Point-based neighborhoods for sharp calmness constants in linear programming
- Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
- Positive Invariance of Constrained Affine Dynamics and Its Applications to Hybrid Systems and Safety Verification
- Post-Optimal Analysis in Linear Semi-Infinite Optimization
- Primal-dual stability in continuous linear optimization
- Projection: A unified approach to semi-infinite linear programs and duality in convex programming
- Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints
- Recent contributions to linear semi-infinite optimization
- Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
- Relaxation methods for solving linear inequality systems: converging results
- Robust linear semi-infinite programming duality under uncertainty
- Robust optimization
- Robust solutions of multiobjective linear semi-infinite programs under constraint data uncertainty
- Robust solutions to multi-objective linear programs with uncertain data
- Robust static super-replication of barrier options
- Semi-infinite programming
- Semi-infinite programming using high-degree polynomial interpolants and semidefinite programming
- Semi-infinite relaxations for the dynamic knapsack problem with stochastic item sizes
- Sensitivity analysis in linear semi-infinite programming via partitions
- Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients
- Sequential Convex Subdifferential Calculus and Sequential Lagrange Multipliers
- Simplex-like trajectories on quasi-polyhedral sets.
- Simplex-type algorithm for second-order cone programmes via semi-infinite programming reformulation
- SIPAMPL
- Some applications of the Semi-Infinite Simplex Algorithm
- Some continuity properties of polyhedral multifunctions
- Some results about the facial geometry of convex semi-infinite systems
- Stability and continuity in robust optimization
- Stability in linear optimization and related topics. A personal tour
- Stability in linear optimization under perturbations of the left-hand side coefficients
- Stability of error bounds for convex constraint systems in Banach spaces
- Stability of the duality gap in linear optimization
- Stability of the primal-dual partition in linear semi-infinite programming
- Stability Theory for Linear Inequality Systems
- Stability Theory for Linear Inequality Systems II: Upper Semicontinuity of the Solution Set Mapping
- Static-arbitrage lower bounds on the prices of basket options via linear programming
- Stochastic linear programming games with concave preferences
- Strong approachability
- Strong duality and dual pricing properties in semi-infinite linear programming: a non-Fourier-Motzkin elimination approach
- Strong duality and sensitivity analysis in semi-infinite linear programming
- The Relaxation Method for Linear Inequalities
- The Relaxation Method for Linear Inequalities
- The set of target vectors in a semi-infinite linear program with a duality gap
- The worst-case discounted regret portfolio optimization problem
- Topological stability of linear semi-infinite inequality systems
- Variational Analysis
- Weaker conditions for subdifferential calculus of convex functions
- {\(\Gamma\)}-active constraints in convex semi-infinite programming
Cited in
(35)- Recent contributions to linear semi-infinite optimization
- Linear semi-infinite programming theory: an updated survey
- Selected applications of linear semi-infinite systems theory
- Optimality conditions for minimax optimization problems with an infinite number of constraints and related applications
- Quasi \(\epsilon\)-solutions in a semi-infinite programming problem with locally Lipschitz data
- Alternative representations of the normal cone to the domain of supremum functions and subdifferential calculus
- Near-optimal solutions of convex semi-infinite programs via targeted sampling
- Karush-Kuhn-Tucker optimality conditions and duality for multiobjective semi-infinite programming with vanishing constraints
- Conic linear programming duals for classes of quadratic semi-infinite programs with applications
- Marco A. López, a pioneer of continuous optimization in Spain
- A note on primal-dual stability in infinite linear programming
- Lipschitz modulus of linear and convex inequality systems with the Hausdorff metric
- On solving a class of fractional semi-infinite polynomial programming problems
- The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
- Optimization under uncertainty and linear semi-infinite programming: a survey.
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- Optimality theory for semi-infinite linear programming∗
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Linear semi-infinite optimization: recent advances
- Optimality conditions and duality for nonsmooth multiobjective semi-infinite programming problems on Hadamard manifolds
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- Recent advances in nonconvex semi-infinite programming: applications and algorithms
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- An SDP method for fractional semi-infinite programming problems with SOS-convex polynomials
- Efficiency conditions and duality for multiobjective semi-infinite programming problems on Hadamard manifolds
- Optimality conditions and duality for multiobjective semi-infinite optimization problems with switching constraints on Hadamard manifolds
- Linear conic and two-stage stochastic optimization revisited via semi-infinite optimization
- On the convergence of efficient solutions to semi-infinite set-optimization problems
- -quasi-weakly solution for semi-infinite vector optimization problems with data uncertainty
- Optimal conditions and duality results for a semi-infinite variational programming problem and its Mond-Weir dual involving Caputo-Fabrizio fractional derivatives
- Conic relaxations for conic minimax convex polynomial programs with extensions and applications
- Minimal time nonlinear control via semi-infinite programming
- New applications of linear semi-infinite optimization theory in copositive optimization
- Distributionally robust inference for extreme value-at-risk
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
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