Quasimin and quasisaddlepoint for vector optimization
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Publication:4207792
DOI10.1080/01630569008816360zbMath0688.90050OpenAlexW2011495370MaRDI QIDQ4207792
Publication date: 1990
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630569008816360
Related Items (11)
Lagrange multipliers and saddle points in multiobjective programming ⋮ Saddle points criteria in nondifferentiable multiobjective programming with \(V\)-invex functions via an \(\eta \)-approximation method ⋮ AN η-APPROXIMATION METHOD FOR NONSMOOTH MULTIOBJECTIVE PROGRAMMING PROBLEMS ⋮ A new characterization of (weak) Pareto optimality for differentiable vector optimization problems with \(G\)-invex functions ⋮ Lagrange multipliers saddle points and scalarizations in composite multiobjective nonsmooth programming ⋮ Some extensions of nonconvex economic modeling: invexity, quasimax, and new stability conditions ⋮ Saddle point criteria and duality in multiobjective programming via an η-approximation method ⋮ Saddle point criteria and Wolfe duality in nonsmooth (Φ, ρ)-invex vector optimization problems with inequality and equality constraints ⋮ AN η-APPROXIMATION APPROACH IN NONLINEAR VECTOR OPTIMIZATION WITH UNIVEX FUNCTIONS ⋮ An \(\eta\)-approximation method in nonlinear vector optimization ⋮ Constrained minimax for a vector-valued function
Cites Work
- Pre-invex functions in multiple objective optimization
- Some minimax theorems in vector-valued functions
- Proper efficiency and the theory of vector maximization
- A modified wolfe dual for weak vector minimization
- On duality for weakly minimized vector valued optimization problems
- Nonsmooth multiobjective programming
- Weak minimization and duality
- Generalised convexity and duality in multiple objective programming
- Lagrangean conditions and quasiduality
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