New calculus rules of relative subdifferentials and applications to constrained optimization problems
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Cites work
- A Lagrange multiplier rule with small convex-valued subdifferentials for nonsmooth problems of mathematical programming involving equality and nonfunctional constraints
- An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming
- Directional subdifferentials and optimality conditions
- Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications
- First- and Second-Order Epi-Differentiability in Nonlinear Programming
- Formulas for calculating generalized differentials with respect to a set and their applications
- scientific article; zbMATH DE number 4048478 (Why is no real title available?)
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- scientific article; zbMATH DE number 1113627 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- Lagrange Multipliers for Nonconvex Generalized Gradients with Equality, Inequality, and Set Constraints
- Lagrange multipliers theorem and saddle point optimality criteria in mathematical programming
- Necessary Suboptimality and Optimality Conditions via Variational Principles
- On enhanced KKT optimality conditions for smooth nonlinear optimization
- Stability criteria and calculus rules via conic contingent coderivatives in Banach spaces
- Variational Analysis
- Variational analysis and applications
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