scientific article; zbMATH DE number 3711742
zbMATH Open0454.90043MaRDI QIDQ3902815FDOQ3902815
Authors: Adi Ben-Israel, Aharon Ben-Tal, Sanjo Zlobec 
Publication date: 1981
Title of this publication is not available (Why is that?)
optimality conditionscomputational methodsnecessary and sufficient conditionconstraint qualificationPareto optimizationnumerical techniquesChebyshev solutions of nonfeasible programsdual optimality conditionfeasible directions approachlexicographic multicriteria programmingsecond order directions
Convex programming (90C25) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Cited In (51)
- An ellipsoid algorithm for nonlinear programming
- A new algorithm for generalized fractional programs
- Mixed duality without a constraint qualification for minimax fractional programming
- An Algorithm for Maximizing a Convex Function Based on Its Minimum
- Necessary and sufficient conditions for quadratic minimality
- Second-order necessary conditions of the Kuhn-Tucker type under new constraint qualifications
- Characterizing optimality in mathematical programming models
- A simple constraint qualification in infinite dimensional programming
- Finite dimensional second order optimality conditions
- Input optimization: I. Optimal realizations of mathematical models
- Preprocessing and regularization for degenerate semidefinite programs
- Metric regularity, tangent sets, and second-order optimality conditions
- Decision principles derived from risk measures
- Characterizing an optimal input in perturbed convex programming
- Asymptotic dual conditions characterizing optimality for infinite convex programs
- Value functions, domination cones and proper efficiency in multicriteria optimization
- A saddle-point characterization of Pareto optima
- Partly convex programming and Zermelo's navigation problems
- Active set strategies in an ellipsoid algorithm for nonlinear programming
- Theorems of the alternative and optimality conditions
- Generalizations of Slater's constraint qualification for infinite convex programs
- Strong duality and minimal representations for cone optimization
- Three types dual model for minimax fractional programming
- Nonlinear one-parametric bottleneck linear programming
- Implementation of a subgradient projection algorithm II
- Calculus for parabolic second-order derivatives
- Stable parametric programming*
- A first order method for finding minimal norm-like solutions of convex optimization problems
- A simple constraint qualification in convex programming
- Regularizing the abstract convex program
- Method of reduction in convex programming
- Optimality theory for semi-infinite linear programming∗
- Relación entre conos de direcciones decrecientes y conos de direcciones de descenso
- Characterizing an optimal input in perturbed convex programming: Corrigendum
- Facial reduction in partially finite convex programming
- Stability of efficiency evaluations in data envelopment analysis
- Duality without a constraint qualification for minimax fractional programming
- Input optimization: III. optimal realizations of multiobjective models
- New regions of stability in input optimization
- A note on multiple optimality conditions for programs with convex inequality constraints
- Optimality and duality without a constraint qualification for minimax programming
- A chain rule for parabolic second-order epiderivatives
- The marginal value formula in input optimization
- Numerical decomposition of a convex function
- Semidifferentiable functions and necessary optimality conditions
- Optimality conditions in nondifferentiable programming and their applications to best approximations
- LFS functions in multi-objective programming
- Title not available (Why is that?)
- Title not available (Why is that?)
- A new dual problem for nondifferentiable convex programming
- An optimality condition for a nondifferentiable convex program
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