The following pages link to (Q4050397):
Displaying 50 items.
- Lagrange duality for evenly convex optimization problems (Q255070) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors (Q356522) (← links)
- A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms (Q368722) (← links)
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- A practical relative error criterion for augmented Lagrangians (Q378086) (← links)
- Quadratic model updating with gyroscopic structure from partial eigendata (Q402225) (← links)
- The approximate determinantal assignment problem (Q406481) (← links)
- Optimality conditions for extended Ky Fan inequality with cone and affine constraints and their applications (Q415389) (← links)
- New dual constraint qualifications characterizing zero duality gaps of convex programs and semidefinite programs (Q425803) (← links)
- Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators (Q452270) (← links)
- The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones (Q458938) (← links)
- Duality theory and applications to unilateral problems (Q462994) (← links)
- Convex sweeping process in the framework of measure differential inclusions and evolution variational inequalities (Q484127) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints (Q499161) (← links)
- Curvature of Hessian manifolds (Q499506) (← links)
- Legendre transform and applications to finite and infinite optimization (Q505632) (← links)
- Second-order optimality conditions for a semilinear elliptic optimal control problem with mixed pointwise constraints (Q526394) (← links)
- Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
- Initial condition of costate in linear optimal control using convex analysis (Q534292) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Sandwich Theorem und offene Zerlegungen in schwach K-analytischen Banachräumen. (Sandwich theorem and open decompositions in weakly K- analytic Banach spaces) (Q579577) (← links)
- Partial inverse of a monotone operator (Q585088) (← links)
- Quasi-concave density estimation (Q605936) (← links)
- Approximation accuracy, gradient methods, and error bound for structured convex optimization (Q607498) (← links)
- A perturbation approach for an inverse quadratic programming problem (Q607673) (← links)
- Dualization of signal recovery problems (Q618873) (← links)
- Newton's method for computing the nearest correlation matrix with a simple upper bound (Q620444) (← links)
- Variational geometric approach to generalized differential and conjugate calculi in convex analysis (Q683297) (← links)
- Revisiting some rules of convex analysis (Q683299) (← links)
- On epsilon-stability in optimization (Q684048) (← links)
- On duality gap in linear conic problems (Q691369) (← links)
- Canonical dual approach to solving the maximum cut problem (Q693126) (← links)
- An inexact SQP Newton method for convex SC\(^{1}\) minimization problems (Q711698) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Optimal use of historical information (Q730826) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Parallel bundle-based decomposition for large-scale structured mathematical programming problems (Q751515) (← links)
- Conjugate duality in the optimization of the search for a target with generalized conditionally deterministic motion (Q755144) (← links)
- An extension lemma and homogeneous programming (Q761254) (← links)
- Convexity and concavity properties of the optimal value function in parametric nonlinear programming (Q762065) (← links)
- Norm duality for convex processes and applications (Q762453) (← links)
- Stability and regular points of inequality systems (Q762454) (← links)
- Nonconvex and nonmonotone perturbations of evolution inclusions of subdifferential type (Q803374) (← links)
- Conjugate duality and the curse of dimensionality (Q811416) (← links)
- Optimality conditions for vector optimization problems of a difference of convex mappings (Q813348) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
