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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Bibliographic Details
Published in:Management science Vol. 20; no. 3; pp. 373 - 377
Main Author: Garstka, Stanley J
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.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
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ISSN:0025-1909
1526-5501
DOI:10.1287/mnsc.20.3.373