A refinement of an optimality criterion and its application to parametric programming

DOI10.1007/BF00935322zbMATH Open0505.90076OpenAlexW2069835123MaRDI QIDQ1836593FDOQ1836593

Authors: Bruno Brosowski 

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00935322

zbMATH Keywords

algorithmserror estimatesparametric optimizationsemi-infinite optimizationoptimality criteriasemi-infinite linear minimizationsufficient condition for strong uniqueness

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Point-to-Set Maps in Mathematical Programming
• Title not available (Why is that?)
• Further properties of Lagrange multipliers in nonsmooth optimization

Cited In (4)

• Strong unicity and alternation for linear optimization
• Optimality theory for semi-infinite linear programming^∗
• Unicity in linear optimization
• On the duality of a non-convex optimization problem and the strong unicity constant in linear Chebyshev approximation

This page was built for publication: A refinement of an optimality criterion and its application to parametric programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1836593)