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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Veröffentlicht in:Management science Jg. 20; H. 3; S. 373 - 377
1. Verfasser: Garstka, Stanley J
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Hanover, MD., etc INFORMS 01.11.1973
Institute of Management Sciences
Institute for Operations Research and the Management Sciences
Schriftenreihe:Management Science
Schlagworte:
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 Copyright 1973 The Institute of Management Sciences
Copyright Institute for Operations Research and the Management Sciences Nov 1973
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Snippet This paper develops regularity conditions for a class of convex programming problems (convex objective functions and linear constraints). The objective...
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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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