A limiting Lagrangian for infinitely-constrained convex optimization in \(\mathbb{R}^n\)
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Publication:1136349
DOI10.1007/BF00935754zbMath0427.49030OpenAlexW2082317817MaRDI QIDQ1136349
Publication date: 1981
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00935754
Convex programming (90C25) Numerical methods involving duality (49M29) Methods of successive quadratic programming type (90C55)
Related Items (9)
Asymptotic dual conditions characterizing optimality for infinite convex programs ⋮ Uniform duality in semi-infinite convex optimization ⋮ The limiting Lagrangian as a consequence of Helly's theorem ⋮ A limiting infisup theorem ⋮ Reduction and Discrete Approximation in Linear Semi-Infinite Programming ⋮ A note on d-stability of convex programs and limiting Lagrangians ⋮ A note on limiting infisup theorems ⋮ Zero duality gaps in infinite-dimensional programming ⋮ Limiting Lagrangians: A primal approach
Cites Work
- A note on infinite systems of linear inequalities in R\(^n\)
- Affine minorants minimizing the sum of convex functions
- Constructing a perfect duality in infinite programming
- Lagrangean functions and affine minorants
- Convex optimization and lagrange multipliers
- An Infinite Linear Program with a Duality Gap
- On Representations of Semi-Infinite Programs which Have No Duality Gaps
- Convex Analysis
- Convex analysis treated by linear programming
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