- Tytuł:
- Composite semi-infinite optimization
- Autorzy:
-
Dentcheva, D.
Ruszczyński, A. - Powiązania:
- https://bibliotekanauki.pl/articles/970266.pdf
- Data publikacji:
- 2007
- Wydawca:
- Polska Akademia Nauk. Instytut Badań Systemowych PAN
- Tematy:
-
semi-infinite optimization
nonsmooth optimization
composite optimization
stochastic programming
stochastic dominance - Opis:
- We consider a semi-infinite optimization problem in Banach spaces, where both the objective functional and the constraint operator are compositions of convex nonsmooth mappings and differentiable mappings. We derive necessary optimality conditions for these problems. Finally, we apply these results to non-convex stochastic optimization problems with stochastic dominance constraints, generalizing earlier results.
- Źródło:
-
Control and Cybernetics; 2007, 36, 3; 633-646
0324-8569 - Pojawia się w:
- Control and Cybernetics
- Dostawca treści:
- Biblioteka Nauki
Artykuł