-optimality criteria for convex programming problems via exact penalty functions
From MaRDI portal
Publication:1199753
DOI10.1007/BF01580901zbMATH Open0778.90054MaRDI QIDQ1199753FDOQ1199753
Authors: Kazunori Yokoyama
Publication date: 16 January 1993
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Recommendations
- \(\varepsilon\)-optimality criteria for vector minimization problems via exact penalty functions
- scientific article; zbMATH DE number 4072730
- Sufficiency of Exact Penalty Minimization
- Sequential Lagrange multiplier condition forϵ-optimal solution in convex programming
- scientific article; zbMATH DE number 500377
Cites Work
- Convex Analysis
- Exact penalty functions in nonlinear programming
- ε-Optimal solutions in nondifferentiable convex programming and some related questions
- Necessary and sufficient conditions for a penalty method to be exact
- Non-Linear Programming Via Penalty Functions
- Exact penalty functions and stability in locally Lipschitz programming
- Necessary conditions for ε-optimality
- Sufficiency of Exact Penalty Minimization
- Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
- Penalty functions in ε-programming and ε-minimax problems
Cited In (17)
- On characterizing the blunt minimizers of epsilon convex programs
- \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints
- \(\epsilon \)-optimal solutions in nonconvex semi-infinite programs with support functions
- ε-Pareto Optimality Conditions for Convex Multiobjective Programming via Max Function
- ε-approximate solutions in multiobjective optimization
- On the convexity of the multiplicative potential and penalty functions and related topics
- Title not available (Why is that?)
- Refinements of \(\varepsilon\)-duality theorems for a nonconvex problem with an infinite number of constraints
- \(\varepsilon\)-optimality and duality for multiobjective fractional programming
- Duality for \(\varepsilon \)-variational inequality
- On \(\varepsilon\)-optimal points of convex, closed functions
- Multiplier rules and saddle-point theorems for Helbig's approximate solutions in convex Pareto problems
- \(\varepsilon\)-optimality conditions for composed convex optimization problems
- Sequential optimality conditions for multiobjective fractional programming problems
- Approximate optimality conditions for nonsmooth optimization problems
- ε-Optimality Conditions for Vector Optimization Problems with Set-Valued Maps
- Generalized augmented Lagrangian problem and approximate optimal solutions in nonlinear programming
This page was built for publication: \(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1199753)