Semi-Infinite Programming: Theory, Methods, and Applications
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Cited in
(only showing first 100 items - show all)- A smoothing projected Newton-type algorithm for semi-infinite programming
- An approach for solving fuzzy implicit variational inequalities with linear membership functions
- A theory of learning with similarity functions
- Solutions of fuzzy multiobjective programming problems based on the concept of scalarization
- Worst-case estimation for econometric models with unobservable components
- On optimization, dynamics and uncertainty: A tutorial for gene-environment networks
- A filter trust region method for solving semi-infinite programming problems
- Global parametric sufficient optimality conditions for semi-infinite discrete minmax fractional programming problems involving generalized \((\eta ,\rho )\)-invex functions
- Optimality conditions and duality for semi-infinite programming involving B-arcwise connected functions
- Support vector machine classification with indefinite kernels
- Error bounds of two smoothing approximations for semi-infinite minimax problems
- On duality in semi-infinite programming and existence theorems for linear inequalities
- Generalized semi-infinite optimization: A first order optimality condition and examples
- Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints
- Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems
- First-order optimality conditions in generalized semi-infinite programming
- Locally Farkas-Minkowski linear inequality systems
- New descent rules for solving the linear semi-infinite programming problem
- Interior-point algorithms for semi-infinite programming
- The Lagrange approach to infinite linear programs
- Constraint aggregation principle in convex optimization
- A semi-infinite programming model for earliness/tardiness production planning with simulated annealing
- Semi-infinite programming. Workshop, Cottbus, Germany, September 1996
- Bi-level strategies in semi-infinite programming.
- Semi-infinite programming and applications to minimax problems
- Robot trajectory planning with semi-infinite programming.
- A sequential quadratic programming with a dual parametrization approach to nonlinear semi-infinite programming
- On optimality conditions for generalized semi-infinite programming problems
- Solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions
- An algorithm based on semidefinite programming for finding minimax optimal designs
- A hybrid discretization algorithm with guaranteed feasibility for the global solution of semi-infinite programs
- Optimality conditions for convex semi-infinite programming problems with finitely representable compact index sets
- Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel-penot subdifferential
- Strong duality and dual pricing properties in semi-infinite linear programming: a non-Fourier-Motzkin elimination approach
- An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems
- The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
- Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications
- Extremal bootstrapping: go with the flow
- Discretization method for semi-definite programming
- A new proof of the strong duality theorem for semidefinite programming
- Bilevel decision with generalized semi-infinite optimization for fuzzy mappings as lower level problems
- A smoothing Newton method for semi-infinite programming
- Duality theorems and algorithms for linear programming in measure spaces
- An approximation approach to non-strictly convex quadratic semi-infinite programming
- Global solution of semi-infinite programs
- On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints
- Necessary and sufficient conditions for (weakly) efficient of non-differentiable multi-objective semi-infinite programming problems
- A dynamic game approach to distributionally robust safety specifications for stochastic systems
- Generalized semi-infinite programming: Theory and methods
- Numerical experiments in semi-infinite programming
- Solving min-max problems and linear semi-infinite programs
- On generalized semi-infinite optimization and bilevel optimization
- An algorithm for calculating -minimax decision rules under generalized moment conditions.
- On Nesterov's approach to semi-infinite programming
- Testing of monotonicity in parametric regression models
- An approximation of feasible sets in semi-infinite optimization.
- Solving a class of fuzzy linear programs by using semi-infinite programming techniques
- Deletion-by-infeasibility rule for DC-constrained global optimization
- Parametric linear semi-infinite programming
- A semi-infinite programming model for earliness/tardiness production planning with a genetic algorithm
- A globally convergent method for semi-infinite linear programming
- The adaptive convexification algorithm for semi-infinite programming with arbitrary index sets
- On saddle points in nonconvex semi-infinite programming
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
- An entropy based central cutting plane algorithm for convex min-Max semi-infinite programming problems
- A lifting method for generalized semi-infinite programs based on lower level Wolfe duality
- Implicit optimality criterion for convex SIP problem with box constrained index set
- Global parametric sufficient efficiency conditions for semiinfinite multiobjective fractional programming problems containing generalized \((\alpha,\eta,\rho)\)-V-invex functions
- An augmented Lagrangian algorithm for solving semiinfinite programming
- Design of 2D linear phase DFT modulated filter banks using bi-iterative second-order cone program
- A dual parametrization approach to Nyquist filter design
- A perturbation method for solving linear semi-infinite programming problems
- Linear programming with fuzzy coefficients in constraints
- Solving convex programs with infinitely many linear constraints by a relaxed cutting plane method
- Relaxed cutting plane method for solving linear semi-infinite programming problems
- On the numerical treatment of linearly constrained semi-infinite optimization problems
- A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods
- An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
- Construction of constrained experimental designs on finite spaces for a modified \(\mathrm{E}_k\)-optimality criterion
- Global solution of semi-infinite programs with existence constraints
- Ergodic approach to robust optimization and infinite programming problems
- A geometric branch and bound method for robust maximization of convex functions
- Distributionally robust optimization. A review on theory and applications
- Strong duality for general quadratic programs with quadratic equality constraints
- On sufficiency and duality theorems for nonsmooth semi-infinite mathematical programming problem with equilibrium constraints
- Near-optimal solutions of convex semi-infinite programs via targeted sampling
- Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification
- A projection approach to monotonic regression with Bernstein polynomials
- A dual scheme for solving linear countable semi-infinite fractional programming problems
- Necessary optimality conditions for a multiobjective semi-infinite interval-valued programming problem
- The maximax minimax quotient theorem
- Problem-based optimal scenario generation and reduction in stochastic programming
- Multiobjective approximate gradient projection method for constrained vector optimization: sequential optimality conditions without constraint qualifications
- A feasible proximal bundle algorithm with convexification for nonsmooth, nonconvex semi-infinite programming
- Robust mechanism design and production structure for assembly systems with asymmetric cost information
- An entropic regularized method of centers for continuous minimax problem with semi infinite constraints
- Frameworks and results in distributionally robust optimization
- Solving continuous set covering problems by means of semi-infinite optimization. With an application in product portfolio optimization
- Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables
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