Carl G. Looney, Locally Uniformly Quasi-Convex Programming, SIAM Journal on Applied Mathematics, Vol. 28, No. 4 (Jun., 1975), pp. 881-884 ...

In this paper we consider min-max convex semi-infinite programming. To solve these problems we introduce a unified framework concerning Remez-type algorithms and integral methods coupled with penalty ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

Introduction to the theory and solution methods of linear and nonlinear programming problems, including: linear programming duality, Lagrangian duality, convex programming and Karush-Kuhn-Tucker ...

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 ...