Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints
From MaRDI portal
Publication:3388451
Recommendations
- Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints
- Saddle-point condition of a class of semi-infinite programming
- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
- On semi-infinite mathematical programming problems with equilibrium constraints using generalized convexity
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
Cites work
- scientific article; zbMATH DE number 7297336 (Why is no real title available?)
- A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
- A semi-infinite programming algorithm for solving optimal power flow with transient stability constraints
- Abadie-type constraint qualification for mathematical programs with equilibrium constraints
- Air pollution control with semi-infinite programming
- Application of general semi-infinite programming to lapidary cutting problems
- Bi-level strategies in semi-infinite programming.
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- How to solve a semi-infinite optimization problem
- Mathematical Programs with Equilibrium Constraints
- Mathematical programs with complementarity constraints in traffic and telecommunications networks
- Necessary and sufficient conditions for nonsmooth mathematical programs with equilibrium constraints
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- On M-stationary points for mathematical programs with equilibrium constraints
- On the Guignard constraint qualification for mathematical programs with equilibrium constraints
- Optimal parametrization of curves for robot trajectory design
- Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
- Semi-Infinite Programming: Theory, Methods, and Applications
- Semi-infinite fractional programming
- Semi-infinite programming
- Semi-infinite programming, duality, discretization and optimality conditions†
- Semi-infinite programming. Recent advances
- Semi-infinite transportation problems
Cited in
(6)- Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming
- Saddle point optimality criteria for mathematical programming problems 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 semi-infinite mathematical programming problems with equilibrium constraints using generalized convexity
- On sufficiency and duality theorems for nonsmooth semi-infinite mathematical programming problem with equilibrium constraints
This page was built for publication: Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3388451)
