Lagrange multipliers and generalized differentiable functions in vector extremum problems

DOI10.1007/BF00939578zbMATH Open0662.90077MaRDI QIDQ1114596FDOQ1114596

Authors: Laura Martein 

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

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zbMATH Keywords

multiobjective optimizationnecessary optimality conditionnondifferentiable vector extremum problemvector-valued Lagrangian function

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Optimality conditions (49K99)

Cites Work

• Convex Analysis
• Theory of multiobjective optimization
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• Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
• Semidifferentiable functions and necessary optimality conditions
• On local Pareto Optima
• Theorems of the alternative for multifunctions with applications to optimization: General results
• The structure of admissible points with respect to cone dominance
• Regularity conditions for constrained extremum problems
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Cited In (10)

• Title not available (Why is that?)
• Stationary Points and Necessary Conditions in Vector Extremum Problems
• On the regularity condition for the extremal problem under locally Lipschitz inclusion constraints
• Linear complementarity problems and multiple objective programming
• Title not available (Why is that?)
• Lower and upper ginchev derivatives of vector functions and their applications to multiobjective optimization
• Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems
• Generalized Lagrange multipliers for nonconvex directionally differentiable programs
• Title not available (Why is that?)
• Title not available (Why is that?)

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