Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints.
Caroline GeiersbachWinnifried WollnerPublished in: SIAM J. Optim. (2021)
Keyphrases
- optimality conditions
- karush kuhn tucker
- nonlinear programming problems
- semi infinite programming
- nonlinear programming
- stochastic optimization problems
- semi infinite
- inequality constraints
- lower level
- linear constraints
- stationary points
- equality constraints
- constrained optimization
- feasible set
- state space
- constraint qualification
- objective function
- convex optimization
- linear programming
- linear programming problems
- boundary conditions