Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
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Publication:1728223
DOI10.1016/j.orl.2017.03.009zbMath1409.90192OpenAlexW2605888768MaRDI QIDQ1728223
Yogendra Pandey, Yadvendra Singh, Shashi Kant Mishra
Publication date: 22 February 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2017.03.009
Related Items (8)
Characterization results of solutions in interval-valued optimization problems with mixed constraints ⋮ Saddle-point optimality criteria involving (p, b, d)-invexity and (p, b, d)-pseudoinvexity in interval-valued optimisation problems ⋮ Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators ⋮ Mangasarian-type second- and higher-order duality for mathematical programs with complementarity constraints ⋮ Lagrange Duality and Saddle Point Optimality Conditions for Multiobjective Semi-Infinite Programming with Vanishing Constraints ⋮ On a modified optimal control problem with first-order PDE constraints and the associated saddle-point optimality criterion ⋮ Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints ⋮ Criteria of saddle points for the general form of vector optimization problem in complex space
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