scientific article; zbMATH DE number 3711742
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(51)- An optimality condition for a nondifferentiable convex program
- An ellipsoid algorithm for nonlinear programming
- A new algorithm for generalized fractional programs
- Mixed duality without a constraint qualification for minimax fractional programming
- Second-order necessary conditions of the Kuhn-Tucker type under new constraint qualifications
- Necessary and sufficient conditions for quadratic minimality
- An Algorithm for Maximizing a Convex Function Based on Its Minimum
- Characterizing optimality in mathematical programming models
- A simple constraint qualification in infinite dimensional programming
- Input optimization: I. Optimal realizations of mathematical models
- Finite dimensional second order optimality conditions
- Metric regularity, tangent sets, and second-order optimality conditions
- Decision principles derived from risk measures
- Preprocessing and regularization for degenerate semidefinite programs
- 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
- Calculus for parabolic second-order derivatives
- Nonlinear one-parametric bottleneck linear programming
- Implementation of a subgradient projection algorithm II
- A first order method for finding minimal norm-like solutions of convex optimization problems
- Stable parametric programming*
- 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
- Facial reduction in partially finite convex programming
- Characterizing an optimal input in perturbed convex programming: Corrigendum
- Duality without a constraint qualification for minimax fractional programming
- Stability of efficiency evaluations in data envelopment analysis
- 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
- The marginal value formula in input optimization
- A chain rule for parabolic second-order epiderivatives
- 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
- A new dual problem for nondifferentiable convex programming
- scientific article; zbMATH DE number 3876940 (Why is no real title available?)
- scientific article; zbMATH DE number 3758093 (Why is no real title available?)
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