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)

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Cites work

• scientific article; zbMATH DE number 417962 (Why is no real title available?)
• scientific article; zbMATH DE number 4179152 (Why is no real title available?)
• scientific article; zbMATH DE number 3856842 (Why is no real title available?)
• scientific article; zbMATH DE number 3562783 (Why is no real title available?)
• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
• A duality theorem for non-linear programming
• Duality in nonlinear fractional programming
• Generalized fractional programming duality: A parametric approach
• On sufficiency of the Kuhn-Tucker conditions
• What is invexity?

Cited in

(7)

• scientific article; zbMATH DE number 3989117 (Why is no real title available?)
• Mixed Lagrange function in minimax fractional programming problems
• Saddle point criteria in multiobjective fractional programming involving exponential invexity
• 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
• A sixth bibliography of fractional programming
• Approximate convexity in vector optimisation

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