Characterizing an optimal input in perturbed convex programming: Corrigendum

DOI10.1007/BF01580887MaRDI QIDQ3745634zbMATH OpenFDO

Authors Sanjo Zlobec

Publication date 1986

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01580887

zbMATH Keywords

corrigenduminput constraint qualificationlocally optimal inputnecessary conditionperturbed convex programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25)

Recommendations

• Constraint qualifications in input optimisation
• Input optimization: I. Optimal realizations of mathematical models
• A note on the paper “Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints”
• Survey of input optimization¹
• Corrigendum: Lagrange Multipliers in Stochastic Programming

Cites work

• Characterizing an optimal input in perturbed convex programming
• scientific article; zbMATH DE number 3711742 (Why is no real title available?)
• scientific article; zbMATH DE number 3791104 (Why is no real title available?)
• Input optimization: I. Optimal realizations of mathematical models
• On the continuity of a Lagrangian multiplier function in input optimization

Cited in

(6)

• On the continuity of a Lagrangian multiplier function in input optimization
• scientific article; zbMATH DE number 4030851 (Why is no real title available?)
• Survey of input optimization¹
• New regions of stability in input optimization
• Constraint qualifications in input optimisation
• Corrigendum: One-Sided Derivatives For The Value Function In Convex Parametric Programming

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