On duality theory of convex semi-infinite programming

DOI10.1080/02331930500342823zbMath1147.90403OpenAlexW2009398741MaRDI QIDQ3534642

Alexander Shapiro

Publication date: 4 November 2008

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930500342823

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Fractional programming (90C32)

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Cites Work

• Stochastic programming duality: \({\mathcal L}^\infty\) multipliers for unbounded constraints with an application to mathematical finance
• Linear semi-infinite programming theory: an updated survey
• Constraint Qualifications for Semi-Infinite Systems of Convex Inequalities
• Semi-Infinite Programming: Theory, Methods, and Applications
• Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
• Unnamed Item