On semi-infinite mathematical programming problems with equilibrium constraints using generalized convexity
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Publication:2656887
DOI10.1007/S40305-019-00263-YzbMATH Open1474.90490OpenAlexW2971758562MaRDI QIDQ2656887FDOQ2656887
Authors: Bhuwan Chandra Joshi, Pankaj Kumar, S. K. Mishra 
Publication date: 17 March 2021
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-019-00263-y
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- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
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Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Semi-infinite programming (90C34)
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Cited In (9)
- Robust mathematical programming problems involving vanishing constraints via strongly invex functions
- Mathematical programs with vanishing constraints involving strongly invex functions
- Optimality and duality for nonsmooth semi-infinite mathematical program with equilibrium constraints involving generalized invexity of order σ > 0
- Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints
- Some results on mathematical programs with equilibrium constraints
- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
- Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints
- On sufficiency and duality theorems for nonsmooth semi-infinite mathematical programming problem with equilibrium constraints
- Generalized Semi-Infinite Programming: Optimality Conditions Involving Reverse Convex Problems
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