Regularity Conditions for a Class of Convex Programs
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 solvabilit...
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| Published in: | Management science Vol. 20; no. 3; pp. 373 - 377 |
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| Main Author: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
Hanover, MD., etc
INFORMS
01.11.1973
Institute of Management Sciences Institute for Operations Research and the Management Sciences |
| Series: | Management Science |
| Subjects: | |
| ISSN: | 0025-1909, 1526-5501 |
| Online Access: | Get full text |
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| Summary: | 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. |
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| Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 ObjectType-Statistics/Data Report-1 |
| ISSN: | 0025-1909 1526-5501 |
| DOI: | 10.1287/mnsc.20.3.373 |