Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints
DOI10.2298/YJOR181215014SzbMATH Open1474.90483OpenAlexW2960097790WikidataQ127528679 ScholiaQ127528679MaRDI QIDQ3388451FDOQ3388451
Authors: Kunwar Singh, J. K. Maurya, S. K. Mishra 
Publication date: 5 May 2021
Published in: Yugoslav Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/yjor181215014s
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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
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