Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
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(only showing first 100 items - show all)- Branch-and-reduce algorithm for convex programs with additional multiplicative constraints
- On the characterization of noninferior solutions of the vector optimization problem
- A continuous-time generalization of Gordan's transposition theorem
- 'Multidimensional' extensions and a nested dual approach for the m-median problem
- Optimality conditions and Lagrangian duality in continuous-time nonlinear programming
- Dual gradient method for linearly constrained, strongly convex, separable mathematical programming problems
- The asymmetric m-travelling salesman problem: A duality based branch-and- bound algorithm
- Lagrangean relaxation and decomposition in an uncapacitated 2-hierarchal location-allocation problem
- A characterization of lower semicontinuity of constraint sets
- Sublinear upper bounds for stochastic programs with recourse
- Pre-invex functions in multiple objective optimization
- An algorithm for generating efficient solutions of multiobjective dynamic programming problems
- Generalization of Fenchel's duality theorem for convex vector optimization
- Existence of optimal Lagrange multipliers for certain nonconvex allocation problems
- Generalized Kuhn-Tucker conditions and duality for continuous nonlinear programming problems
- A note on the duality gap in nonconvex optimization and a very simple procedure for bid evaluation type problems
- Fractional programming: Applications and algorithms
- Optimization of geometry in truss design
- Duality theory for maximizations with respect to cones
- A strengthened test for optimality
- The diagonalizability of quadratic functions and the arbitrariness of shadow prices
- Decentralized optimization for distributed-lag models of discrete systems
- On the Pironneau-Polak method of centers
- Characterization of optimality in convex programming without a constraint qualification
- The optimization of non-linear systems using a new two level method
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A dual convex homogeneous programming problem
- A subgradient duality theorem
- Existence of efficient solutions for vector maximization problems
- Optimal control of constrained problems by the costate coordination structure
- Four solution techniques for a general one machine scheduling problem. A comparative study
- An interactive method as an aid in solving multi-objective mathematical programming problems
- Decomposition and coordination methods for constrained optimization
- Convexification procedures and decomposition methods for nonconvex optimization problems
- A survey of various tactics for generating Lagrangian multipliers in the context of Lagrangian duality
- Zero duality gaps in infinite-dimensional programming
- An optimal \((Q,r)\) policy for a multipart assembly system under stochastic part procurement lead times
- Duallity and sensitivity in nonconvex quadratic optimization over an ellipsoid
- A penalty function approach for solving bi-level linear programs
- Implied constraints and a unified theory of duality in linear and nonlinear programming
- An algorithm for decomposing the parametric space in multiobjective dynamic programming problems
- Multilinear programming: Duality theories
- Lagrange duality and partitioning techniques in nonconvex global optimization
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
- Solving fractional multicriteria optimization problems with sum of squares convex polynomial data
- An exact solution method for quadratic matching: the one-quadratic-term technique and generalisations
- A convex form of the quadratic assignment problem
- Dorn's duality for quadratic programs revisited: The nonconvex case
- A primal-dual subgradient method for time staged capacity expansion planning
- Generalized fractional programming: Optimality and duality theory
- Multiple-criterion control: A convex programming approach
- Solving multiple-objective problems in the objective space
- Strong duality for standard convex programs
- Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan
- Price optimization with reference price effects: a generalized Benders' decomposition method and a myopic heuristic approach
- Duality for generalized fractional programs involving n-set functions
- Finding efficient solutions for multicriteria optimization problems with SOS-convex polynomials
- How to solve a design centering problem
- A survey on the continuous nonlinear resource allocation problem
- Generalized Benders decomposition
- A theorem of the alternative with application to convex programming: optimality, duality, and stability
- A note on duality gaps in linear programming over convex sets
- Solving semidefinite quadratic problems within nonsmooth optimization algorithms
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
- Lower level duality and the global solution of generalized semi-infinite programs
- Generalized Benders decomposition for one class of MINLPs with vector conic constraint
- A dynamic model for the headquarters-subsidiary relationship in MNCs
- Characterizations of optimality in convex programming: the nondifferentiable case
- Stability of the solution of definite quadratic programs
- Mathematical Modeling of Scheduling Problems
- The most probable allocation solution for the \(p\)-median problem
- Output learning and duality in joint production programs
- Applications of the method of partial inverses to convex programming: Decomposition
- Exact penalty functions and stability in locally Lipschitz programming
- Ordering scheduling problem in manufacturing systems
- A duality theorem for nondifferentiable convex programming with operatorial constraints
- Geometry of optimality conditions and constraint qualifications: The convex case
- Global saddle-point duality for quasi-concave programs
- Calculating surrogate constraints
- An elementary survey of general duality theory in mathematical programming
- Efficiency in Multi-Objective Fractional Functional Programming
- A unified theory of optimal multi-level control
- The factorization approach to large-scale linear programming
- Explicit duality for convex homogeneous programs
- Hierarchical feedback control for large dynamical systems
- Efficiency in multiple objective optimization problems
- Duality theorems for certain programs involving minimum or maximum operations
- Characterizations of optimality in convex programming: the nondifferentiable case
- An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
- Invex nonsmooth alternative theorem and applications*
- Strict convex regularizations, proximal points and augmented lagrangians
- A transposition theorem with applications to constrained optimal control problems
- An extension of the frank and Wolfe method of feasible directions
- An homage to Joseph-Louis Lagrange and Pierre Huard
- On the rate of convergence of certain methods of centers
- Convex analysis treated by linear programming
- Fractional programming
- Least-norm linear programming solution as an unconstrained minimization problem
- A study of auction mechanisms for multilateral procurement based on subgradient and bundle methods
- Generalized Benders' decomposition for topology optimization problems
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