scientific article; zbMATH DE number 3513549

zbMATH Open0327.90015MaRDI QIDQ4093215FDOQ4093215

Publication date: 1975

Title of this publication is not available (Why is that?)

Numerical mathematical programming methods (65K05) Convex programming (90C25) Linear programming (90C05) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Numerical methods in optimal control (49Mxx) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Mathematical programming (90Cxx)

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Clarke's tangent cones and the boundaries of closed sets in Rn
Likelihood ratio tests for a class of non-oblique hypotheses
On the Envelope of a Variational Inequality
S-lemma with equality and its applications
On maximum and variational principles via image space analysis
Augmentability in optimization theory
Image of a parametric optimization problem and continuity of the perturbation function
On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
A relaxed constant positive linear dependence constraint qualification and applications
Inner approximation method for a reverse convex programming problem
A characterization of tangential regularity
Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
Finite dimensional second order optimality conditions
Numerical optimization for the calculus of variations by gradients on non-Hilbert Sobolev spaces using conjugate gradients and normalized differential equations of steepest descent
Necessary optimality conditions for weak sharp minima in set-valued optimization
Generalized second-order derivatives and optimality conditions
Scalarization and optimality conditions for strict minimizers in multiobjective optimization via contingent epiderivatives
Variable selection using MM algorithms
An extension of the Hestenes necessary condition
Necessary and sufficient optimality conditions for fuzzy variational problems of several dependent variables in terms of fuzzy granular derivatives
Derived sets for weak multiobjective optimization problems with state and control variables
A property of efficient and \(\varepsilon\)-efficient solutions in vector optimization
Equivalent conditions for local error bounds
Second-order and related extremality conditions in nonlinear programming
On the image of a constrained extremum problem and some applications to the existence of a minimum
An inner approximation method incorporating a branch and bound procedure for optimization over the weakly efficient set
Optimal consumption and portfolio policies when asset prices follow a diffusion process
On approximate KKT condition and its extension to continuous variational inequalities
Marginal values and second-order necessary conditions for optimality
Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
Role of copositivity in optimality criteria for nonconvex optimization problems
Generalized second-order characterizations of convex functions
Minimizing a differentiable function over a differential manifold
A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces
Treatment of combinatorial optimization problems using selection equations with cost terms. II: NP-hard three-dimensional assignment problems
Treatment of combinatorial optimization problems using selection equations with cost terms. I: Two-dimensional assignment problems
Using copositivity for global optimality criteria in concave quadratic programming problems
A stabilized filter SQP algorithm for nonlinear programming
Higher-order optimality conditions for strict local minima
Une caractérisation complete des minima locaux en programmation quadratique
On the notion of tangent cone in mathematical programming
On the Caratheodory-John multiplier rule
Multiplier rules and the separation of convex sets
Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
Image space analysis for constrained inverse vector variational inequalities via multiobjective optimization
Second-order enhanced optimality conditions and constraint qualifications
Optimal contract design in the joint economic lot size problem with multi-dimensional asymmetric information
Second-order conditions in c^{1, 1}optimization with applications
On the accuracy and existence of solutions to primitive variable models of viscous incompressible fluids
Approximate Karush-Kuhn-Tucker condition in multiobjective optimization
Dynamic programming and penalty functions
New performance indices for 6-dof UPS and 3-dof RPR parallel manipulators
Farkas-Minkowski systems in semi-infinite programming
Constrained extremum problems and image space analysis. I: Optimality conditions
A general method for solving constrained optimization problems
Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
A class of augmented Lagrangians for equality constraints in nonlinear programming problems
Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications
Perturbation theory for abstract optimization problems
Second order optimality conditions in the smooth case and applications in optimal control
On error bounds for quasinormal programs
Path following in the exact penalty method of convex programming
Hope-lax type formular foru∞t+Hu,Du=0:II
A cone-continuity constraint qualification and algorithmic consequences
Refinements of necessary optimality conditions in nondifferentiable programming. I
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A smooth method for the finite minimax problem
Constant-rank condition and second-order constraint qualification
Separations and optimality of constrained multiobjective optimization via improvement sets
Volumes of low-dimensional slabs and sections in the cube
Image space analysis for set optimization problems with applications
On equivalence between optimality criteria and projected gradient methods with application to topology optimization problem
Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
Exact penalty functions and Lagrange multipliers
Applications of multifractal divergence points to some sets of \(d\)-tuples of numbers defined by their \(N\)-adic expansion
Pseudonormality and a Lagrange multiplier theory for constrained optimization
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
Necessity for isoperimetric inequality constraints
Normality and uniqueness of multipliers in isoperimetric control problems
Robustness characterizations for uncertain optimization problems via image space analysis
Characterizations of optimality in convex programming: the nondifferentiable case
A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
A unified approach through image space analysis to robustness in uncertain optimization problems
Maximum likelihood estimation of nonlinear mixed-effects models with crossed random effects by combining first-order conditional linearization and sequential quadratic programming
Newton-Goldstein convergence rates for convex constrained minimization problems with singular solutions
Some iterative methods for the solution of a symmetric indefinite KKT system
CGS algorithms for constrained extremization of functions
Inner solvers for interior point methods for large scale nonlinear programming
Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
The broken link between normality and regularity in the calculus of variations
Remarks on strict efficiency in scalar and vector optimization
The relationship between theorems of the alternative, least norm problems, steepest descent directions, and degeneracy: A review
Characterizing optimality in mathematical programming models
Higher-order necessary conditions for infinite and semi-infinite optimization
On optimization strategies for parameter estimation in models governed by partial differential equations
Hausdorff and packing dimensions of non-normal tuples of numbers: non-linearity and divergence points
Generalized tangent cone and an optimization problem in a normed space

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