Nonsmooth optimization
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- A Lagrange multiplier rule with small convex-valued subdifferentials for nonsmooth problems of mathematical programming involving equality and nonfunctional constraints
- A common understanding or a common misunderstanding?
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- Conditions for an extremum in metric spaces
- Convexification of a positive homogeneous function
- Duality theorems for convex functions
- Exact Penalty Functions in Constrained Optimization
- Exact penalization via dini and hadamard conditional derivatives
- Exact penalties and sufficient conditions for optimality in nonsmooth optimization
- Exact penalty functions in nonlinear programming
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- Extremum problems in the presence of restrictions
- Generalized Gradients and Applications
- Hunting for a smaller convex subdifferential
- Lagrange Multipliers and Optimality
- Metric regularity and subdifferential calculus
- Necessary and Sufficient Conditions for Isolated Local Minima of Nonsmooth Functions
- Necessary and sufficient conditions for a penalty method to be exact
- Non-Linear Programming Via Penalty Functions
- Nonsmooth Analysis: Differential Calculus of Nondifferentiable Mappings
- On concepts of directional differentiability
- On necessary minimum conditions in quasidifferential calculus: independence of the specific choice of quasidifferentials
- Optimization and nonsmooth analysis
- Properties of generalized differentials
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- Relationships between upper exhausters and the basic subdifferential in variational analysis
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- Variational Analysis
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(28)- Direct Methods in the Parametric Moving Boundary Variational Problem
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- Smooth exact penalty functions: a general approach
- Nonconvex optimization: gradient flows and deformation
- Some finance problems solved with nonsmooth optimization techniques
- Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
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- Nonsubmodular Optimization
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