Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
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Publication:346833
DOI10.1007/S10957-016-0885-2zbMATH Open1349.90837OpenAlexW2252823212MaRDI QIDQ346833FDOQ346833
Authors: Yogendra Pandey, S. K. Mishra 
Publication date: 30 November 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-016-0885-2
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Cited In (24)
- Optimality conditions and duality in terms of convexificators for multiobjective bilevel programming problem with equilibrium constraints
- Duality for a class of nonsmooth multiobjective programming problems using convexificators
- Optimality and duality for nonsmooth minimax programming problems using convexifactor
- On Converse Duality for Nonsmooth Optimization Problem
- Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications
- New duality results for evenly convex optimization problems
- Mangasarian-type second- and higher-order duality for mathematical programs with complementarity constraints
- Robust optimality conditions for semi-infinite equilibrium problems involving data uncertainty
- Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators
- Doubly nonlinear equations as convex minimization
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- On quasiconvex multiobjective optimization and variational inequalities using Greenberg-Pierskalla based generalized subdifferentials
- On approximate strong KKT points of nonsmooth interval-valued mutiobjective optimization problems using convexificators
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
- The Frèchet normal cone of optimization problems with switching constraints
- Some results on mathematical programs with equilibrium constraints
- On nonsmooth mathematical programs with equilibrium constraints using generalized convexity
- Optimality conditions and duality for mathematical programming with equilibrium constraints including multiple interval-valued objective functions on Hadamard manifolds
- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
- New dualities for mathematical programs with vanishing 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
- Constraint qualifications and stationary conditions for mathematical programming with non-differentiable vanishing constraints
- Optimality and duality for nonsmooth mathematical programming problems with equilibrium constraints
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