Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
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Cites work
- scientific article; zbMATH DE number 3856842 (Why is no real title available?)
- scientific article; zbMATH DE number 5773720 (Why is no real title available?)
- scientific article; zbMATH DE number 1568958 (Why is no real title available?)
- A duality theorem for non-linear programming
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- Convexificators and strong Kuhn-Tucker conditions
- Duality for nonsmooth semi-infinite programming problems
- Duality in Vector Optimization
- Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
- Generalized convexity and vector optimization
- Hunting for a smaller convex subdifferential
- Mathematical Programs with Equilibrium Constraints
- Necessary and sufficient conditions for nonsmooth mathematical programs with equilibrium constraints
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Necessary optimality conditions in terms of convexificators in Lipschitz optimization
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Nonsmooth calculus, minimality, and monotonicity of convexificators
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- On M-stationary points for mathematical programs with equilibrium constraints
- On duality for mathematical programs with vanishing constraints
- Optimality and duality results for bilevel programming problem using convexifactors
- Optimality conditions for nonsmooth mathematical programs with equilibrium constraints, using convexificators
- Second-order optimality conditions for mathematical programs with equilibrium constraints
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- Wolfe duality and Mond-Weir duality via perturbations
Cited in
(24)- Optimality and duality for nonsmooth mathematical programming problems with equilibrium constraints
- Mangasarian-type second- and higher-order duality for mathematical programs with complementarity constraints
- Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- Constraint qualifications and stationary conditions for mathematical programming with non-differentiable vanishing constraints
- Optimality conditions and duality for mathematical programming with equilibrium constraints including multiple interval-valued objective functions on Hadamard manifolds
- On sufficiency and duality theorems for nonsmooth semi-infinite mathematical programming problem with equilibrium constraints
- Robust optimality conditions for semi-infinite equilibrium problems involving data uncertainty
- Doubly nonlinear equations as convex minimization
- New duality results for evenly convex optimization problems
- Optimality conditions and duality in terms of convexificators for multiobjective bilevel programming problem with equilibrium constraints
- On quasiconvex multiobjective optimization and variational inequalities using Greenberg-Pierskalla based generalized subdifferentials
- Duality for a class of nonsmooth multiobjective programming problems using convexificators
- On semi-infinite mathematical programming problems with equilibrium constraints using generalized convexity
- On approximate strong KKT points of nonsmooth interval-valued mutiobjective optimization problems using convexificators
- Optimality and duality for nonsmooth minimax programming problems using convexifactor
- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
- Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators
- New dualities for mathematical programs with vanishing constraints
- Some results on mathematical programs with equilibrium constraints
- On nonsmooth mathematical programs with equilibrium constraints using generalized convexity
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
- The Frèchet normal cone of optimization problems with switching constraints
- On Converse Duality for Nonsmooth Optimization Problem
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