Duality Methods for Infinite Dimensional Optimization Problems.

摘要

This report includes a description of the progress and accomplishments achieved on our research program for the period June 15, 1988 to November 14, 1990. Preliminary reports and publications of the research results are listed in section 6. Papers presented at conferences and seminars are listed in Section 7. Our proposal is in the general area of Nonlinear Optimization and the research issues focus on duality methods for infinite dimensional optimization problems and applications. The proposal covered the following areas: (1) Duality methods in convex optimization; (2) Applications of generalized entropy; (3) Semi-infinite programming; (4) Nonsmooth optimization; and (5) Stochastic programming.