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

DOI10.1006/jmaa.2000.7014zbMath0964.90051OpenAlexW2029061302MaRDI QIDQ1589940

C. R. Bector, Abha, Suresh Chandra

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)

Related Items (6)

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 ⋮ Mixed Lagrange function in minimax fractional programming problems ⋮ Saddle point criteria in multiobjective fractional programming involving exponential invexity ⋮ Approximate convexity in vector optimisation ⋮ A sixth bibliography of fractional programming

Cites Work

• Generalized fractional programming duality: A parametric approach
• On sufficiency of the Kuhn-Tucker conditions
• What is invexity?
• A duality theorem for non-linear programming
• Duality in nonlinear fractional programming
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