On semi-infinite mathematical programming problems with equilibrium constraints using generalized convexity
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Cited in
(14)- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
- Some results on mathematical programs with equilibrium constraints
- On sufficiency and duality theorems for nonsmooth semi-infinite mathematical programming problem with equilibrium constraints
- Mathematical programs with vanishing constraints involving strongly invex functions
- Generalized Semi-Infinite Programming: Optimality Conditions Involving Reverse Convex Problems
- Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints
- Optimality and duality for nonsmooth semi-infinite mathematical program with equilibrium constraints involving generalized invexity of order σ > 0
- Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints
- Robust mathematical programming problems involving vanishing constraints via strongly invex functions
- On the optimality and duality in nonsmooth multiobjective fractional optimization problems via higher-order E-convexity
- On multiobjective optimization problems involving higher order strong convexity using directional convexificators
- Optimality and duality results for fractional programming problems under E-univexity
- Duality results on mathematical programs with vanishing constraints involving generalized invex functions
- On multiobjective optimization and approximate vector variational inequalities using directional convexificators
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