Multiobjective optimization with least constraint violation: optimality conditions and exact penalization
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Cites work
- A Globally Convergent SQCQP Method for Multiobjective Optimization Problems
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- A projected gradient method for vector optimization problems
- A sequential quadratic optimization algorithm with rapid infeasibility detection
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
- An Exact Penalization Viewpoint of Constrained Optimization
- An infeasibility certificate for nonlinear programming based on Pareto criticality condition
- Calmness and Exact Penalization
- Calmness and exact penalization in vector optimization with cone constraints
- Constraint qualifications for nonsmooth mathematical programs with equilibrium constraints
- Extension of Zoutendijk method for solving constrained multiobjective optimization problems
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- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- Multicriteria Optimization
- Multiobjective programming and penalty functions
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- On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians
- OPTIMALITY CONDITIONS AND APPROXIMATE OPTIMALITY CONDITIONS IN LOCALLY LIPSCHITZ VECTOR OPTIMIZATION
- Optimality conditions for vector optimization problems
- Some continuity properties of polyhedral multifunctions
- Theory of multiobjective optimization
- Trust region globalization strategy for the nonconvex unconstrained multiobjective optimization problem
- Vector Optimization
Cited in
(11)- First- and second-order optimality conditions of nonsmooth sparsity multiobjective optimization via variational analysis
- Convergence of a new nonmonotone memory gradient method for unconstrained multiobjective optimization via robust approach
- Second-order strong optimality and duality for nonsmooth multiobjective fractional programming with constraints
- A new penalty dual-primal augmented Lagrangian method and its extensions
- A PRP type conjugate gradient method without truncation for nonconvex vector optimization
- A non-monotone proximal gradient algorithm for solving nonsmooth multiobjective optimization problems with an extending application to robust multiobjective optimization
- Second-order Karush/Kuhn–Tucker conditions and duality for constrained multiobjective optimization problems
- Directionally variational analysis and second-order optimality conditions for mathematical programs with switching constraints
- Convexificators for nonconvex multiobjective optimization problems with uncertain data: robust optimality and duality
- Sufficiency and duality criteria in tangential subdifferential governed bilevel multi-objective extremization models
- A proximal gradient-based ZH-type nonmonotone trust region method for nonsmooth composite multiobjective optimization
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