A refinement of an optimality criterion and its application to parametric programming

DOI10.1007/BF00935322MaRDI QIDQ1836593zbMATH OpenOpenAlexFDO

Authors Bruno Brosowski

Publication date 1984

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00935322

zbMATH Keywords

algorithmserror estimatesparametric optimizationsemi-infinite optimizationoptimality criteriasemi-infinite linear minimizationsufficient condition for strong uniqueness

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)

Cites work

• scientific article; zbMATH DE number 3755766 (Why is no real title available?)
• scientific article; zbMATH DE number 3791103 (Why is no real title available?)
• scientific article; zbMATH DE number 3611068 (Why is no real title available?)
• Further properties of Lagrange multipliers in nonsmooth optimization
• Point-to-Set Maps in Mathematical Programming

Cited in

(4)

• Strong unicity and alternation for linear optimization
• Optimality theory for semi-infinite linear programming^∗
• Unicity in linear optimization
• On the duality of a non-convex optimization problem and the strong unicity constant in linear Chebyshev approximation

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