Duality for convex infinite optimization on linear spaces.
Miguel A. GobernaMichel VollePublished in: Optim. Lett. (2022)
Keyphrases
- semidefinite
- finite dimensional
- fractional programming
- infinite dimensional
- minimize a cost function
- quadratic program
- convex relaxation
- piecewise linear
- risk minimization
- convex optimization
- semi infinite programming
- constrained optimization
- quadratic programming
- linear programming
- quadratic function
- global optimality
- convex programming
- optimization problems
- hilbert space
- global optimization
- optimization algorithm
- optimization methods
- discrete optimization
- convex sets
- saddle point
- quasiconvex
- optimization process
- cost function
- convex quadratic
- global convergence
- optimization method
- semidefinite programming
- globally optimal
- linear model
- convex optimization problems
- objective function