Constraint qualifications in maximization problems
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Cited in
(45)- Equivalence of saddle-points and optima for non-concave programmes
- Quasi-convex programming revisited
- The Fritz John and Kuhn-Tucker optimality conditions in continuous-time nonlinear programming
- On pseudolinear functions
- Logarithmic convexity and geometric programming
- Tchebyscheff bounds for the space of agent characteristics
- Characterization of optimality in convex programming without a constraint qualification
- Condizioni necessarie e sufficienti per un problema di programmazione non lineare
- Probability-one homotopy methods for constrained clustering
- Efficiency and nonlinear pricing in nonconvex environments with externalities: A generalization of the Lindahl equilibrium concept
- Optimality conditions and constraint qualifications in Banach space
- Pseudonormality and a Lagrange multiplier theory for constrained optimization
- A modified augmented Lagrangian method for a class of monotone variational inequalities
- Characterizing sustainability in discrete time
- Necessary and sufficient KKT optimality conditions in non-convex optimization
- Differential conditions for constrained nonlinear programming via Pareto optimization
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- The Kuhn-Tucker conditions in Banach space with an application to control theory
- Duality for variational problems
- A duality theorem and an algorithm for (mixed-) integer nonlinear programming
- Global convergence for Newton methods in mathematical programming
- Necessary optimality criteria in mathematical programming in the presence of differentiability
- Characterizing FJ and KKT conditions in nonconvex mathematical programming with applications
- Geometry of optimality conditions and constraint qualifications: The convex case
- Modified regularity conditions for nonlinear programming problems over mixed cone domains
- Nonlinear programming without differentiability in banach spaces: necessary and sufficient constraint qualification
- Optimality condition: Constraint regularization
- Constraint qualifications in the invex case
- On the notion of tangent cone in mathematical programming
- Characterization of (weakly/properly/robust) efficient solutions in nonsmooth semi-infinite multiobjective optimization using convexificators
- Walrasian foundations for equilibria in segmented markets
- The nonlinear bilevel programming problem:formulations,regularity and optimality conditions
- The nonlinear bilevel programming problem:formulations,regularity and optimality conditions
- Geometry of optimality conditions and constraint qualifications
- Sparse Solutions by a Quadratically Constrained ℓq (0 <q< 1) Minimization Model
- Constraint qualifications in nonsmooth optimization: Classification and inter-relations
- On the theory of semi‐infinite programming and a generalization of the kuhn‐tucker saddle point theorem for arbitrary convex functions
- A NOTE ON CONVEXITY*
- Semi-infinite programming, differentiability and geometric programming: Part II
- Mathematical programming applied to linear approximation of functions
- On nonsmooth multiobjective semi-infinite programming problems with mixed constraints
- A general equilibrium analysis of strategic arbitrage
- A local version of Karamardian's theorem on lower semicontinuous strictly quasiconvex functions
- Regularity conditions for constrained extremum problems
- The envelope theorem in dynamic optimization
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