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

DOI10.1006/JMAA.2000.7014zbMATH Open0964.90051OpenAlexW2029061302MaRDI QIDQ1589940FDOQ1589940

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

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zbMATH Keywords

generalized convexityincomplete Lagrange functionssaddle point optimality criteria

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46)

Cites Work

• Title not available (Why is that?)
• On sufficiency of the Kuhn-Tucker conditions
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• What is invexity?
• Title not available (Why is that?)
• Duality in nonlinear fractional programming
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• A duality theorem for non-linear programming
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• Generalized fractional programming duality: A parametric approach

Cited In (7)

• 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
• Title not available (Why is that?)

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