A dual differentiable exact penalty function in fractional programming

MaRDI QIDQ1104869zbMATH OpenFDO

Authors Shri Ram Yadav, Shiv Prasad, R. N. Mukherjee

Publication date 1988

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

dual differentiable penalty functiod. It is shown that under some assumptions the upper and lower directional derivatives of the value functionsIsaacs equationviscosity solution

Mathematics Subject Classification ID

Nonlinear programming (90C30) Fractional programming (90C32)

Review text

A dual differentiable penalty functiod. It is shown that under some assumptions the upper and lower directional derivatives of the value functions of such differential games satisfy certain relationships. At points of differentiability of the value functions these relationships reduce to the Isaacs equation. As it was shown earlier these relationships imply that the value is a viscosity solution of the Isaacs equation.

Recommendations

• Characterizations of the values of differential games
• scientific article; zbMATH DE number 140439
• On differentiable exact penalty functions
• Differential Games and Directional Derivatives of Viscosity Solutions of Isaacs’ Equations II
• scientific article; zbMATH DE number 56086

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