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

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

2010-05-14

arxiv.org/abs/1005.2487v1

Mathematics

Optimization and Control

20 pages

Scientific paper

A fruitful idea, when providing subdifferential formulae and dual representations for convex risk measures, is to make use of the conjugate duality theory in convex optimization. In this paper we underline the outstanding role played by the qualification conditions in the context of different problem formulations in this area. We show that not only the meanwhile classical generalized interiority point ones come here to bear, but also a recently introduced one formulated by means of the quasi-relative interior.

Affiliated with

Also associated with

No associations

Rating

Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-519177