Pages that link to "Item:Q2539955"
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The following pages link to Ordinary convex programs without a duality gap (Q2539955):
Displaying 15 items.
- Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty (Q799464) (← links)
- Set intersection theorems and existence of optimal solutions (Q879966) (← links)
- Penalty function methods and a duality gap for invex optimization problems (Q923993) (← links)
- Some convex programs without a duality gap (Q959958) (← links)
- On efficient sets in vector maximum problems - A brief survey (Q1068004) (← links)
- Existence theorems for general control problems of Bolza and Lagrange (Q1222860) (← links)
- Stochastic convex programming: Kuhn-Tucker conditions (Q1232360) (← links)
- Arbitrage, equilibrium, and gains from trade: A counterexample (Q1383905) (← links)
- On the lower semicontinuity of the value function and existence of solutions in quasiconvex optimization (Q2093274) (← links)
- Characterizing quasiconvexity of the pointwise infimum of a family of arbitrary translations of quasiconvex functions, with applications to sums and quasiconvex optimization (Q2230943) (← links)
- Primal and dual optimality criteria in convex programming (Q3208441) (← links)
- On A characterization of optimality in convex programming (Q4123086) (← links)
- Efficiency in multiple objective optimization problems (Q4136958) (← links)
- Stable parametric programming<sup>*</sup> (Q4265530) (← links)
- A dual approach to solving nonlinear programming problems by unconstrained optimization (Q4767127) (← links)
