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