On incomplete Lagrange function and saddle point optimality criteria in mathematical programming

DOI10.1006/JMAA.2000.7014MaRDI QIDQ1589940zbMATH OpenOpenAlexFDO

Authors C. R. Bector, Suresh Chandra, Abha

Publication date 19 December 2000

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.2000.7014

zbMATH Keywords

generalized convexityincomplete Lagrange functionssaddle point optimality criteria

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46)

Review text

Starting from a partitioning of the constraints, the authors introduce incomplete Lagrange functions for three classes of mathematical programming problems and use them to establish saddle point optimality criteria under generalized convexity assumptions.

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Cites work

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Cited in

(7)

• Saddle point criteria in multiobjective fractional programming involving exponential invexity
• Approximate convexity in vector optimisation
• A sixth bibliography of fractional programming
• scientific article; zbMATH DE number 3989117 (Why is no real title available?)
• Mixed Lagrange function in minimax fractional programming problems
• Lagrange multipliers theorem and saddle point optimality criteria in mathematical programming
• A fractional programming algorithm based on conic quasi-Newton trust region method for unconstrained minimization

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