Semi-Infinite Programming: Theory, Methods, and Applications
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Cited in
(only showing first 100 items - show all)- An efficient algorithm for - convex semi-infinite programming problems
- A parallel algorithm for semi-infinite programming
- 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
- A reduction method for semi-infinite programming by means of a global stochastic approach†
- Duality theorems and algorithms for linear programming in measure spaces
- On Haar's dual problem
- Solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions
- On the numerical treatment of linearly constrained semi-infinite optimization problems
- Interior-point algorithms for semi-infinite programming
- Constraint aggregation principle in convex optimization
- A global optimization approach to scalar H₂/H_ control
- Fixed frequency sliding mode-based robust inversion with a full-bridge current DC-link buck-boost
- Solving a class of fuzzy linear programs by using semi-infinite programming techniques
- On the stability of solutions for semi-infinite vector optimization problems
- A fast algorithm for the optimal design of high accuracy windows in signal processing
- Optimality criteria without constraint qualifications for linear semidefinite problems
- Some sufficient efficiency conditions in semiinfinite multiobjective fractional programming based on exponential type invexities
- Implicit optimality criterion for convex SIP problem with box constrained index set
- scientific article; zbMATH DE number 3870083 (Why is no real title available?)
- Air pollution control with semi-infinite programming
- Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification
- On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints
- On solving a class of fractional semi-infinite polynomial programming problems
- On semi-infinite minmax programming with generalized invexity
- Log-exponential approximation in semi-infinite programming: a variational approach
- Minimum-time control of a crane with simultaneous traverse and hoisting motions
- On duality theory of convex semi-infinite programming
- Robust resource allocations in temporal networks
- A relaxation method for solving systems with infinitely many linear inequalities
- A model of distributionally robust two-stage stochastic convex programming with linear recourse
- On level sets of marginal functions
- Global parametric sufficient efficiency conditions for semiinfinite multiobjective fractional programming problems containing generalized \((\alpha,\eta,\rho)\)-V-invex functions
- A projection approach to monotonic regression with Bernstein polynomials
- Quadratic two-stage stochastic optimization with coherent measures of risk
- scientific article; zbMATH DE number 7400725 (Why is no real title available?)
- A dual parameterization approach to linear-quadratic semi-infinite programming problems
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- Sliding motion, robust control and power loss minimization in a class of non-linear switched converters
- Generic consistency for approximate stochastic programming and statistical problems
- Global Nonparametric Sufficient Optimality Conditions for Semi-Infinite Discrete Minmax Fractional Programming Problems Involving Generalized (η, ρ)-Invex Functions
- Recent advances in nonconvex semi-infinite programming: applications and algorithms
- Understanding linear semi-infinite programming via linear programming over cones
- scientific article; zbMATH DE number 125293 (Why is no real title available?)
- Regularity properties for locally Lipschitz C(T)-valued functions on Hilbert spaces
- On equivalent representations and properties of faces of the cone of copositive matrices
- Linear convergence of accelerated conditional gradient algorithms in spaces of measures
- Sparse inverse problems over measures: equivalence of the conditional gradient and exchange methods
- scientific article; zbMATH DE number 4001882 (Why is no real title available?)
- Generalized semi-infinite optimization : theory and applications in optimal control and discrete optimization
- 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
- Projection: A unified approach to semi-infinite linear programs and duality in convex programming
- An adaptive discretization method solving semi-infinite optimization problems with quadratic rate of convergence
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- On Sufficient Optimality Conditions for Semi-Infinite Discrete Minmax Fractional Programming Problems Under Generalized V-Invexity
- Path-following proximal approach for solving ill-posed convex semi-infinite programming problems
- A spline smoothing Newton method for semi-infinite minimax problems
- A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems
- Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities
- Numerical experiments in semi-infinite programming
- scientific article; zbMATH DE number 1186924 (Why is no real title available?)
- Semi-infinite programming
- On semi-infinite systems of convex polynomial inequalities and polynomial optimization problems
- A feasible proximal bundle algorithm with convexification for nonsmooth, nonconvex semi-infinite programming
- Global optimization of semi-infinite programs via restriction of the right-hand side
- Convex Parametric Programming in Abstract Spaces
- A ladder method for linear semi-infinite programming
- Worst case risk measurement: back to the future?
- A new exact penalty method for semi-infinite programming problems
- Grid is good. Adaptive refinement algorithms for off-the-grid total variation minimization
- Multi-kernel unmixing and super-resolution using the modified matrix pencil method
- A constrained optimum experimental design problem for model discrimination with a continuously varying factor
- A perturbation method for solving linear semi-infinite programming problems
- Design of oversampled double-prototype DFT modulated filter banks via bi-iterative second-order cone program
- Convex semi-infinite programming: Implicit optimality criterion based on the concept of immobile indices
- Multiobjective approximate gradient projection method for constrained vector optimization: sequential optimality conditions without constraint qualifications
- Continuity and closedness of constraint and solution set mappings in unified parametric semi-infinite vector optimization
- Lagrange multipliers in locally convex spaces
- scientific article; zbMATH DE number 2222641 (Why is no real title available?)
- Second-order nonsmooth optimization for \(H_{\infty}\) synthesis
- Necessary optimality conditions for a nonsmooth semi-infinite programming problem
- A semi-infinite programming approach to identifying matrix-exponential distributions
- Optimality and duality for nonsmooth semi-infinite multiobjective programming with support functions
- Variational analysis based on proximal subdifferential on smooth Banach spaces
- Optimality conditions for nonlinear infinite programming problems
- Outer approximation schemes for generalized semi-infinite variational inequality problems
- Semi-infinite fractional programming
- Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
- Interior point filter method for semi-infinite programming problems
- Pareto solutions in multicriteria optimization under uncertainty
- scientific article; zbMATH DE number 1275849 (Why is no real title available?)
- A dynamic game approach to distributionally robust safety specifications for stochastic systems
- The alternance method in semi-infinite optimisation problems
- A novel multidimensional penalty‐free approach for constrained optimal control of switched control systems
- Global weak sharp minima for convex (semi-)infinite optimization problems
- A study of mixed discrete bilevel programs using semidefinite and semi-infinite programming
- Semi-infinite programming. Workshop, Cottbus, Germany, September 1996
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