Geometric Duality for Convex Vector Optimization Problems
暂无分享,去创建一个
[1] Lizhen Shao,et al. A dual variant of Benson’s “outer approximation algorithm” for multiple objective linear programming , 2012, J. Glob. Optim..
[2] R. Tyrrell Rockafellar,et al. Convex Analysis , 1970, Princeton Landmarks in Mathematics and Physics.
[3] Birgit Rudloff,et al. An algorithm for calculating the set of superhedging portfolios in markets with transaction costs , 2011, 1107.5720.
[4] Alberto Seeger,et al. Second Derivatives of a Convex Function and of Its Legendre-Fenchel Transformate , 1992, SIAM J. Optim..
[5] R. Rockafellar. First- and second-order epi-differentiability in nonlinear programming , 1988 .
[6] C. Zălinescu. Convex analysis in general vector spaces , 2002 .
[7] Andreas Löhne,et al. Geometric Duality in Multiple Objective Linear Programming , 2008, SIAM J. Optim..
[8] Jean-Pierre Crouzeix,et al. A relationship between the second derivatives of a convex function and of its conjugate , 1977, Math. Program..
[9] A. Hamel. Translative Sets and Functions and their Applications to Risk Measure Theory and Nonlinear Separation , 2006 .
[10] Philip D. Plowright,et al. Convexity , 2019, Optimization for Chemical and Biochemical Engineering.
[11] R. Tyrrell Rockafellar,et al. Variational Analysis , 1998, Grundlehren der mathematischen Wissenschaften.
[12] A. Seeger. Second-order normal vectors to a convex epigraph , 1994, Bulletin of the Australian Mathematical Society.
[13] J. Hiriart-Urruty,et al. The Second-Order Subdifferential and the Dupin Indicatrices of a Non-Differentiable Convex Function , 1989 .
[14] R. T. Rockafellar,et al. Generalized second derivatives of convex functions and saddle functions , 1990 .
[15] Andreas Löhne,et al. Vector Optimization with Infimum and Supremum , 2011, Vector Optimization.