Search Results - Infinite-dimensional Parametric Programming*
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Convex Parametric Programming in Abstract Spaces
ISSN: 0233-1934, 1029-4945Published: Taylor & Francis Group 01.12.2002Published in Optimization (01.12.2002)“…This article studies stability and optimality for convex parametric programming models in abstract spaces…”
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Subdifferentials of value functions and optimality conditions for DC and bilevel infinite and semi-infinite programs
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer-Verlag 01.05.2010Published in Mathematical programming (01.05.2010)“…The paper concerns the study of new classes of parametric optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables…”
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Variational Analysis in Semi-Infinite and Infinite Programming, I: Stability of Linear Inequality Systems of Feasible Solutions
ISSN: 1052-6234, 1095-7189Published: Philadelphia Society for Industrial and Applied Mathematics 01.01.2009Published in SIAM journal on optimization (01.01.2009)“…This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to parametric problems of semi-infinite and infinite programming, where decision…”
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Journal Article -
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Duality gap function in infinite dimensional linear programming
ISSN: 0022-247X, 1096-0813Published: Elsevier Inc 01.05.2016Published in Journal of mathematical analysis and applications (01.05.2016)“…The concept of duality gap function in infinite dimensional linear programming is considered in this paper…”
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5
Necessary and Sufficient Conditions for Qualitative Properties of Infinite Dimensional Linear Programming Problems
ISSN: 0163-0563, 1532-2467Published: Abingdon Taylor & Francis 11.06.2019Published in Numerical functional analysis and optimization (11.06.2019)“…Necessary and sufficient conditions for qualitative properties of infinite dimensional linear programing problems such as solvability, duality, and complementary slackness conditions are studied in this article…”
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Journal Article -
6
INTERSECTION BOUNDS: ESTIMATION AND INFERENCE
ISSN: 0012-9682, 1468-0262Published: Oxford, UK Econometric Society 01.03.2013Published in Econometrica (01.03.2013)“…We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or, equivalently…”
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Robust continuous linear programs
ISSN: 1862-4472, 1862-4480Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2020Published in Optimization letters (01.10.2020)“…Continuous linear programs (CLPs) arise in applications such as production/economic planning, continuous-time network flow problems, fluid relaxations of…”
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Continuous-Time Generalized Fractional Programming Problems. Part I: Basic Theory
ISSN: 0022-3239, 1573-2878Published: Boston Springer US 01.05.2013Published in Journal of optimization theory and applications (01.05.2013)“… The parametric method for finite-dimensional generalized fractional programming is extended to problems posed in function spaces…”
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9
Continuous-Time Generalized Fractional Programming Problems, Part II: An Interval-Type Computational Procedure
ISSN: 0022-3239, 1573-2878Published: Boston Springer US 01.03.2013Published in Journal of optimization theory and applications (01.03.2013)“…The theory presented in Part I (Wen in J. Optim. Theory Appl. 2012) of this study led to a theoretical parametric procedure for continuous-time generalized fractional programming problems. In this paper (Part II…”
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10
Optimization and equilibrium problems with equilibrium constraints in infinite-dimensional spaces
ISSN: 0233-1934, 1029-4945Published: Philadelphia Taylor & Francis Group 01.01.2008Published in Optimization (01.01.2008)“…The article is devoted to applications of modern variational analysis to the study of constrained optimization and equilibrium problems in infinite-dimensional spaces…”
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Journal Article -
11
Multivariate, heteroscedastic empirical Bayes via nonparametric maximum likelihood
ISSN: 1369-7412, 1467-9868Published: Oxford Oxford University Press 01.02.2025Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.02.2025)“… NPMLEs estimate an arbitrary prior by solving an infinite-dimensional, convex optimization problem…”
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12
Adaptive estimation of continuous-time regression models using high-frequency data
ISSN: 0304-4076, 1872-6895Published: Amsterdam Elsevier B.V 01.09.2017Published in Journal of econometrics (01.09.2017)“… We further construct an estimator from high-frequency data that achieves this efficiency bound and, indeed, is adaptive to the presence of infinite-dimensional nuisance components…”
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13
Coderivative Analysis of Variational Systems
ISSN: 0925-5001, 1573-2916Published: Dordrecht Springer Nature B.V 01.04.2004Published in Journal of global optimization (01.04.2004)“…The paper mostly concerns applications of the generalized differentiation theory in variational analysis to Lipschitzian stability and metric regularity of variational systems in infinite-dimensional spaces…”
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14
Distributionally Safe Reinforcement Learning under Model Uncertainty: A Single-Level Approach by Differentiable Convex Programming
ISSN: 2331-8422Published: Ithaca Cornell University Library, arXiv.org 03.10.2023Published in arXiv.org (03.10.2023)“… To improve the tractability, we first use duality theory to transform the lower-level optimization from infinite-dimensional probability space where distributional shift is measured, to a finite…”
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Paper -
15
Constraint qualifications and optimality conditions for nonconvex semi-infinite and infinite programs
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer-Verlag 01.06.2013Published in Mathematical programming (01.06.2013)“…The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision…”
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Journal Article -
16
On Some Properties of Parametric Quadratic Programs Pertaining to Continuous-time Quadratic Fractional Programming
ISBN: 9781467313650, 1467313653Published: IEEE 01.06.2012Published in 2012 Fifth International Joint Conference on Computational Sciences and Optimization (01.06.2012)“… Such problems are called the {\em continuous-time quadratic fractional programming problems} (CQFP). Some basic properties of parametric continuous-time quadratic programming problems pertaining…”
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Conference Proceeding -
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Differential Stability of Convex Optimization Problems with Possibly Empty Solution Sets
ISSN: 0022-3239, 1573-2878Published: New York Springer US 01.04.2019Published in Journal of optimization theory and applications (01.04.2019)“…This paper studies differential stability of infinite-dimensional convex optimization problems, whose solution sets may be empty…”
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18
A moment approach for entropy solutions of parameter-dependent hyperbolic conservation laws
ISSN: 0029-599X, 0945-3245Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2024Published in Numerische Mathematik (01.08.2024)“…) solutions, satisfying linear equations in the space of Borel measures. The infinite-dimensional linear problem is approximated by a hierarchy of convex, finite-dimensional, semidefinite programming problems, called Lasserre’s hierarchy…”
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19
Bisimulation Metrics for Continuous Markov Decision Processes
ISSN: 0097-5397, 1095-7111Published: Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2011Published in SIAM journal on computing (01.01.2011)“…In recent years, various metrics have been developed for measuring the behavioral similarity of states in probabilistic transition systems [J. Desharnais et…”
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20
On the interplay between interior point approximation and parametric sensitivities in optimal control
ISSN: 0022-247X, 1096-0813Published: San Diego, CA Elsevier Inc 15.01.2008Published in Journal of mathematical analysis and applications (15.01.2008)“…Infinite-dimensional parameter-dependent optimization problems of the form ‘ min J ( u ; p ) subject to g ( u ) ⩾ 0 ’ are studied, where u is sought in an L…”
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