Lagrange Multipliers, Duality, and Sensitivity in Set-Valued Convex Programming via Pointed Processes.
Fernando García CastañoMiguel A. Melguizo PadialPublished in: J. Optim. Theory Appl. (2022)
Keyphrases
- convex programming
- set valued
- linear programming
- lagrange multipliers
- linear program
- variational inequalities
- interior point methods
- primal dual
- convex optimization
- constrained optimization
- dominance relation
- convex functions
- sensitivity analysis
- objective function
- semidefinite programming
- support vector regression
- dynamic programming
- optimal solution
- computer vision