An exact l₁ penalty approach for interval-valued programming problem
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Publication:2361583
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Cites work
- A new class of exact penalty functions and penalty algorithms
- A nonlinear interval number programming method for uncertain optimization problems
- A penalty function algorithm with objective parameters for nonlinear mathematical programming
- An exact \(l_1\) exponential penalty function method for multiobjective optimization problems with exponential-type invexity
- An exact penalty function based on the projection matrix
- Checking weak optimality of the solution to linear programming with interval right-hand side
- Duality and saddle-point type optimality for interval-valued programming
- Efficient solution of interval optimization problem
- Exact penalty functions method for mathematical programming problems involving invex functions
- scientific article; zbMATH DE number 3649911 (Why is no real title available?)
- Nonsmooth interval-valued optimization and saddle-point optimality criteria
- On interval-valued nonlinear programming problems
- On interval-valued optimization problems with generalized invex functions
- Optimal value bounds in nonlinear programming with interval data
- Saddle point criteria and the exact minimax penalty function method in nonconvex programming
- The KKT optimality conditions in a class of generalized convex optimization problems with an interval-valued objective function
Cited in
(13)- Interval goal programming for S-shaped penalty function
- Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems
- Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
- An exact \(l_1\) penalty function method for multi-dimensional first-order PDE constrained control optimization problem
- Interval-valued programming problem with infinite constraints
- On nondifferentiable semi-infinite multiobjective programming with interval-valued functions
- Solving vector interval-valued optimization problems with infinite interval constraints via integral-type penalty function
- Saddle point criteria for multi-dimensional control optimisation problem involving first-order PDE constraints
- G-penalty approach for multi-dimensional control optimisation problem with nonlinear dynamical system
- Optimality and KKT conditions for interval valued optimization problems on Hadamard manifolds
- Exact l₁ exponential penalty approach for interval-valued mathematical problems
- On multiple objective interval-valued optimisation models with controlled dynamical system constraints
- Exact l₁ penalty function for nonsmooth multiobjective interval-valued problems.
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