This is a preview. Log in through your library . Abstract We provide an abstract principle aimed at proving that classes of optimization problems are typically well posed in the sense that the ...

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 ...

Quadratic programming has a variety of applications, such as resource planning, portfolio optimization, and structural analysis. Download this technical whitepaper on the sparse convex quadratic ...

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 ...