GENERAL NECESSARY CONDITIONS FOR OPTIMIZATION PROBLEMS

Cited in

(26)

Lagrange multiplier rules for extremals in linear spaces
On the Caratheodory-John multiplier rule
Multiplier rules and the separation of convex sets
A saddle-point criterion for convex problems with infinite-dimensional equality constraints
On the removal of ill conditioning effects in the computation of optimal controls
Several remarks on convex optimization on infinite dimensional vector spaces
Optimality conditions in generalized geometric programming
An application of Neustadt's abstract maximum principle to probability kinematics
Method of optimum control
Calcul sous-différentiel et optimisation
Optimality conditions and constraint qualifications in Banach space
Extremal problems in finite-dimensional spaces
A general theory of extremals
Optimal control problems with retardations and restricted phase coordinates
A satisfactory treatment of equality and operator constraints in the Dubovitskii-Milyutin optimization formalism
Optimization theory in linear spaces. III: Mathematical programming in partially ordered Banach spaces
Conjugate convex functions, duality, and optimal control problems. I: Systems governed by ordinary differential equations
On infinite-dimensional convex programs
Necessary optimality criteria in mathematical programming in normed linear spaces
Necessary optimality criteria in mathematical programming in the presence of differentiability
On necessary conditions for a minimum
Metric regularity of epigraphical multivalued mappings and applications to vector optimization
A general extremum principle for optimization problems
Finitely convex sets of nonlinear differential equations
Optimality conditions in terms of Bouligand derivatives for Pareto efficiency in set-valued optimization
Local convex analysis

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