This paper develops regularity conditions for a class of convex programming problems (convex objective functions and linear constraints). The objective functions considered are lower semicontinuous and have bounded level sets. The constraint set may be unbounded. Results pertaining to the solvability, stability and dualizability of such programs are obtained. The results are then applied to a class of nonlinear stochastic programs with recourse.
We consider an arbitrary linear program with equilibrium constrains (LPEC) that may possibly be infe...
AbstractSeveral sufficiency criteria and duality results are established under generalized ϱ-convexi...
We present some results concerning reverse convex problems. Global optimality condi-tions for the pr...
This book investigates convex multistage stochastic programs whose objective and constraint function...
Problems of minimizing a convex function or maximizing a concave function over a convex set are call...
This thesis is a study of stable perturbations in convex programming models. Stability of a general ...
Problems of minimizing a convex function or maximizing a concave function over a convex set are call...
Convex programming is the simplest and best processed area of nonlinear programming. Many propertie...
. We consider an arbitrary linear program with equilibrium constraints (LPEC) that may possibly be i...
This paper gives several characterizations of the solution set of convex programs. No differentiabi...
AbstractWe establish necessary and sufficient optimality conditions for quasi-convex programming. Fi...
AbstractIn this study we present an important theorem of the alternative involving convex functions ...
Linear stochastic programming problems with first order stochastic dominance (FSD) constraints are n...
summary:The paper presents a qualitative analysis of basic notions in parametric convex programming ...
ABSTRACT In this paper, we consider the problem of minimization of an objective function having cont...
We consider an arbitrary linear program with equilibrium constrains (LPEC) that may possibly be infe...
AbstractSeveral sufficiency criteria and duality results are established under generalized ϱ-convexi...
We present some results concerning reverse convex problems. Global optimality condi-tions for the pr...
This book investigates convex multistage stochastic programs whose objective and constraint function...
Problems of minimizing a convex function or maximizing a concave function over a convex set are call...
This thesis is a study of stable perturbations in convex programming models. Stability of a general ...
Problems of minimizing a convex function or maximizing a concave function over a convex set are call...
Convex programming is the simplest and best processed area of nonlinear programming. Many propertie...
. We consider an arbitrary linear program with equilibrium constraints (LPEC) that may possibly be i...
This paper gives several characterizations of the solution set of convex programs. No differentiabi...
AbstractWe establish necessary and sufficient optimality conditions for quasi-convex programming. Fi...
AbstractIn this study we present an important theorem of the alternative involving convex functions ...
Linear stochastic programming problems with first order stochastic dominance (FSD) constraints are n...
summary:The paper presents a qualitative analysis of basic notions in parametric convex programming ...
ABSTRACT In this paper, we consider the problem of minimization of an objective function having cont...
We consider an arbitrary linear program with equilibrium constrains (LPEC) that may possibly be infe...
AbstractSeveral sufficiency criteria and duality results are established under generalized ϱ-convexi...
We present some results concerning reverse convex problems. Global optimality condi-tions for the pr...