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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Vydané v:Management science Ročník 20; číslo 3; s. 373 - 377
Hlavný autor: Garstka, Stanley J
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Hanover, MD., etc INFORMS 01.11.1973
Institute of Management Sciences
Institute for Operations Research and the Management Sciences
Edícia:Management Science
Predmet:
Determinism
Mathematical duality
Mathematics
Objective functions
Polyhedrons
ISSN:0025-1909, 1526-5501
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Abstract 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.
AbstractList 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.
Author Garstka, Stanley J
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Copyright Institute for Operations Research and the Management Sciences Nov 1973
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SubjectTerms Determinism
Mathematical duality
Mathematics
Objective functions
Polyhedrons
Title Regularity Conditions for a Class of Convex Programs
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