This paper develops regularity conditions for a class of convex programming problems (convex objective functions and linear constraints). The objective functions considered are lower semicontinuous ...
The perturbation function of a convex program is not necessarily continuous on its domain of finiteness. However, further restrictions on the constraints will guarantee a continuous perturbation ...
Acceptability pricing is formulated, for the dual problem, as a disciplined convex program solvable by the software CVXOPT. Forward starting options are used to illustrate the procedures for ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback