scientific article; zbMATH DE number 3513549

Publication date 1975

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

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Scalarization and optimality conditions for strict minimizers in multiobjective optimization via contingent epiderivatives
Social utility functions for strategic decisions in probabilistic voting models
A general method for solving constrained optimization problems
Jourdain's principle for unilateral constraints
On the image of a constrained extremum problem and some applications to the existence of a minimum
Characterizing optimality in mathematical programming models
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Augmentability in optimization theory
Une caractérisation complete des minima locaux en programmation quadratique
Indicating cones and the intersection principle for tangential approximants in abstract multiplier rules
Farkas-Minkowski systems in semi-infinite programming
Matrix derivatives and its applications in statistics
Second-order optimality conditions for a class of nonlinear programming problems
Perturbation theory for abstract optimization problems
A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
Minimizing a differentiable function over a differential manifold
Higher-order necessary conditions for infinite and semi-infinite optimization
On the Caratheodory-John multiplier rule
Directional and local electoral equilibria with probabilistic voting
Multiplier rules and the separation of convex sets
Lagrangian block diagonalization
Pure strategy equilibria in a class of systems defense games
A short proof of a general multiplier rule
CGS algorithms for constrained extremization of functions
Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
Refinements of necessary optimality conditions in nondifferentiable programming. I
On the accuracy and existence of solutions to primitive variable models of viscous incompressible fluids
Generalized tangent cone and an optimization problem in a normed space
The relationship between theorems of the alternative, least norm problems, steepest descent directions, and degeneracy: A review
C^ 1 surface interpolation with constraints
Using copositivity for global optimality criteria in concave quadratic programming problems
In memory of Magnus R. Hestenes
Role of copositivity in optimality criteria for nonconvex optimization problems
Image of a parametric optimization problem and continuity of the perturbation function
Approximate necessary conditions for locally weak Pareto optimality
Generalized second-order characterizations of convex functions
Likelihood ratio tests for a class of non-oblique hypotheses
Derived sets for weak multiobjective optimization problems with state and control variables
Set-valued systems with infinite-dimensional image and applications
Normality and uniqueness of Lagrange multipliers
Constrained extremum problems and image space analysis. I: Optimality conditions
Image space analysis for constrained inverse vector variational inequalities via multiobjective optimization
On the approximate solutions of augmented subproblems within sequential methods for nonlinear programming
The broken link between normality and regularity in the calculus of variations
Separations and optimality of constrained multiobjective optimization via improvement sets
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
Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
Pseudonormality and a Lagrange multiplier theory for constrained optimization
Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
Equivalent conditions for local error bounds
Geometric optimization using nonlinear rotation-invariant coordinates
Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data
Multiobjective approximate gradient projection method for constrained vector optimization: sequential optimality conditions without constraint qualifications
On the best achievable quality of limit points of augmented Lagrangian schemes
The supporting role of the Mangasarian-Fromovitz constraint qualification in calculus of variations
Robustness characterizations for uncertain optimization problems via image space analysis
On optimization strategies for parameter estimation in models governed by partial differential equations
Normality, controllability and properness in optimal control
Newton-Goldstein convergence rates for convex constrained minimization problems with singular solutions
Nonlinear separation approach to inverse variational inequalities in real linear spaces
A unified approach through image space analysis to robustness in uncertain optimization problems
Normality and uniqueness of multipliers in isoperimetric control problems
A class of augmented Lagrangians for equality constraints in nonlinear programming problems
The importance of being normal, regular and proper in the calculus of variations
Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
Some iterative methods for the solution of a symmetric indefinite KKT system
A property of efficient and \(\varepsilon\)-efficient solutions in vector optimization
Coercivity and image of constrained extremum problems
An inexact Newton method combined with Hestenes multipliers' scheme for the solution of Karush-Kuhn-Tucker systems
Variable selection using MM algorithms
S-lemma with equality and its applications
Inner solvers for interior point methods for large scale nonlinear programming
Image space analysis for set optimization problems with applications
On maximum and variational principles via image space analysis
Characterizations of optimality in convex programming: the nondifferentiable case
A stabilized filter SQP algorithm for nonlinear programming
Optimal contract design in the joint economic lot size problem with multi-dimensional asymmetric information
A vector space model approach to production planning for a multi-product, multi-cell and multi-stage manufacturing system
Exact penalty functions and Lagrange multipliers
Condiciones suficientes para la existencia de solucion optima en un programa semi-infinito
A cone-continuity constraint qualification and algorithmic consequences
Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications
Second order optimality conditions in the smooth case and applications in optimal control
Marginal values and second-order necessary conditions for optimality
On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
Dead-beat control with robustness
Clarke's tangent cones and the boundaries of closed sets in Rn
Approximation operators in optimization theory
scientific article; zbMATH DE number 3737398 (Why is no real title available?)
A characterization of tangential regularity
scientific article; zbMATH DE number 3501300 (Why is no real title available?)
Characterizations of optimality in convex programming: the nondifferentiable case
Numerical optimization for the calculus of variations by gradients on non-Hilbert Sobolev spaces using conjugate gradients and normalized differential equations of steepest descent
Second-order conditions in c^{1, 1}optimization with applications
Generalized second-order derivatives and optimality conditions
On the notion of tangent cone in mathematical programming
Hope-lax type formular foru∞t+Hu,Du=0:II

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