Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators (Q6038921): Difference between revisions

Latest revision as of 17:57, 30 December 2024

scientific article; zbMATH DE number 7681578

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English	Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators	scientific article; zbMATH DE number 7681578

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instance of

scholarly article

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title

Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators (English)

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published in

Journal of Inequalities and Applications

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publication date

3 May 2023

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1186/s13660-022-02866-1

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cites work

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Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators

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Optimality conditions for nonsmooth mathematical programs with equilibrium constraints, using convexificators

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Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints

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On M-stationary conditions and duality for multiobjective mathematical programs with vanishing constraints

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MPEC Methods for Bilevel Optimization Problems

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Q5144466

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Saddle point optimality criteria for mathematical programming problems with equilibrium constraints

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Duality for nonsmooth mathematical programming problems with equilibrium constraints

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Nonsmooth calculus, minimality, and monotonicity of convexificators

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A Sharp Lagrange Multiplier Rule for Nonsmooth Mathematical Programming Problems Involving Equality Constraints

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A duality theorem for non-linear programming

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Q3325486

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Duality theorems for convex functions

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Some characterizations of robust optimal solutions for uncertain convex optimization problems

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Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems

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On approximate solutions and saddle point theorems for robust convex optimization

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Invexity and optimization

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Duality for nonsmooth semi-infinite programming problems

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Wolfe duality for interval-valued optimization

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Karush-Kuhn-Tucker optimality conditions and duality for convex semi-infinite programming with multiple interval-valued objective functions

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Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications

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Duality theorems for nondifferentiable semi-infinite interval-valued optimization problems with vanishing constraints

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Q3207999

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Hunting for a smaller convex subdifferential

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Optimality and duality results for bilevel programming problem using convexifactors

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Necessary optimality conditions in terms of convexificators in Lipschitz optimization

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Some characterizations of approximate solutions for robust semi-infinite optimization problems

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Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty

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Identifiers

zbMATH Open document ID

1509.90196

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Mathematics Subject Classification ID

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10.1186/S13660-022-02866-1

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Sitelinks

Mathematics(1 entry)

mardi Publication:6038921

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