Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures

Radu Ioan Boţ, Alina-Ramona Frătean

Type: Article

Publication Date: 2011-05-25

Citations: 4

DOI: https://doi.org/10.1007/s00186-011-0359-0

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Mathematical Methods of Operations Research - View
arXiv (Cornell University) - View - PDF

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+	A primal–dual operation on sets linked with closed convex relaxation processes	2011	Michel Volle
+	Recent Developments on Primal–Dual Splitting Methods with Applications to Convex Minimization	2014	Radu Ioan Boţ Ernö Robert Csetnek Christopher Hendrich
+	Proximal Splitting Methods in Nonsmooth Convex Optimization	2014	Christopher Hendrich
+ PDF Chat	Convex risk minimization via proximal splitting methods	2014	Radu Ioan Boţ Christopher Hendrich

Works Cited by This (15)

Action	Title	Year	Authors
+	Dual Representations for Convex Risk Measures via Conjugate Duality	2009	Radu Ioan Boţ Nicole Lorenz Gert Wanka
+	Revisiting Some Duality Theorems via the Quasirelative Interior in Convex Optimization	2008	Radu Ioan Boţ E. R. Csetnek A. Moldovan
+	Regularity Conditions via Quasi-Relative Interior in Convex Programming	2008	Radu Ioan Boţ Ernö Robert Csetnek Gert Wanka
+	Monotone and cash-invariant convex functions and hulls	2006	Damir Filipović Michael Kupper
+	Partially finite convex programming, Part I: Quasi relative interiors and duality theory	1992	Jonathan M. Borwein Adrian S. Lewis
+	RISK MEASURES ON ORLICZ HEARTS	2009	Patrick Cheridito Tianhui Li
+	Dual characterization of properties of risk measures on Orlicz hearts	2008	Patrick Cheridito Tianhui Li
+	Quasi interiors, lagrange multipliers, andL p spectral estimation with lattice bounds	1993	Mark A. Limber Robert K. Goodrich
+	Subdifferential representations of risk measures	2006	Georg Ch. Pflug
+	Convex Analysis in General Vector Spaces	2002	Constantin Zălinescu