scientific article; zbMATH DE number 3513549

Publication date 1975

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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A strict Mangasarian-Fromovitz type condition for isoperimetric control problems
A Note on First-Order Sufficient Optimality Conditions for Pareto Problems
In memory of Magnus R. Hestenes
Condiciones suficientes para la existencia de solucion optima en un programa semi-infinito
Farkas-Minkowski systems in semi-infinite programming
A Note on the McCormick Second-Order Constraint Qualification
Constrained extremum problems and image space analysis. I: Optimality conditions
An inexact Newton method combined with Hestenes multipliers' scheme for the solution of Karush-Kuhn-Tucker systems
Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
A general method for solving constrained optimization problems
Adjacent and tangent regularity
Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications
A class of augmented Lagrangians for equality constraints in nonlinear programming problems
Nonlinear separation approach to inverse variational inequalities in real linear spaces
Théorie de la pénalisation exacte
Perturbation theory for abstract optimization problems
A novel sequential optimality condition for smooth constrained optimization and algorithmic consequences
Karush-Kuhn-Tucker conditions and Lagrangian approach for improving machine learning techniques: a survey and new developments
The importance of being normal, regular and proper in the calculus of variations
On error bounds for quasinormal programs
Matrix derivatives and its applications in statistics
Path following in the exact penalty method of convex programming
On differential stability in stochastic programming
Globally convergent decomposition methods for nonconvex optimization problems
Second order optimality conditions in the smooth case and applications in optimal control
scientific article; zbMATH DE number 3501300 (Why is no real title available?)
Social utility functions for strategic decisions in probabilistic voting models
Refinements of necessary optimality conditions in nondifferentiable programming. I
Hope-lax type formular foru∞t+Hu,Du=0:II
On enhanced KKT optimality conditions for smooth nonlinear optimization
A cone-continuity constraint qualification and algorithmic consequences
scientific article; zbMATH DE number 3737398 (Why is no real title available?)
A smooth method for the finite minimax problem
On the directional asymptotic approach in optimization theory
The supporting role of the Mangasarian-Fromovitz constraint qualification in calculus of variations
Constant-rank condition and second-order constraint qualification
Separations and optimality of constrained multiobjective optimization via improvement sets
Rates of convergence for adaptive Newton methods
Dead-beat control with robustness
Volumes of low-dimensional slabs and sections in the cube
Jourdain's principle for unilateral constraints
Directional and local electoral equilibria with probabilistic voting
On equivalence between optimality criteria and projected gradient methods with application to topology optimization problem
Image space analysis for set optimization problems with applications
A generalized multifractal spectrum of the general Sierpinski carpets
Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
Applications of multifractal divergence points to some sets of \(d\)-tuples of numbers defined by their \(N\)-adic expansion
Exact penalty functions and Lagrange multipliers
Pseudonormality and a Lagrange multiplier theory for constrained optimization
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
On the approximate solutions of augmented subproblems within sequential methods for nonlinear programming
Necessity for isoperimetric inequality constraints
Pure strategy equilibria in a class of systems defense games
Robustness characterizations for uncertain optimization problems via image space analysis
Normality and uniqueness of multipliers in isoperimetric control problems
Characterizations of optimality in convex programming: the nondifferentiable case
Clarke's tangent cones and the boundaries of closed sets in Rn
A unified approach through image space analysis to robustness in uncertain optimization problems
A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
S-lemma with equality and its applications
Likelihood ratio tests for a class of non-oblique hypotheses
On maximum and variational principles via image space analysis
Newton-Goldstein convergence rates for convex constrained minimization problems with singular solutions
Maximum likelihood estimation of nonlinear mixed-effects models with crossed random effects by combining first-order conditional linearization and sequential quadratic programming
Some iterative methods for the solution of a symmetric indefinite KKT system
CGS algorithms for constrained extremization of functions
On the Envelope of a Variational Inequality
Augmentability in optimization theory
Inner solvers for interior point methods for large scale nonlinear programming
Image of a parametric optimization problem and continuity of the perturbation function
The broken link between normality and regularity in the calculus of variations
On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
Remarks on strict efficiency in scalar and vector optimization
A relaxed constant positive linear dependence constraint qualification and applications
The relationship between theorems of the alternative, least norm problems, steepest descent directions, and degeneracy: A review
Characterizing optimality in mathematical programming models
A characterization of tangential regularity
Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
Higher-order necessary conditions for infinite and semi-infinite optimization
Inner approximation method for a reverse convex programming problem
Numerical optimization for the calculus of variations by gradients on non-Hilbert Sobolev spaces using conjugate gradients and normalized differential equations of steepest descent
A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
Necessary optimality conditions for weak sharp minima in set-valued 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
Finite dimensional second order optimality conditions
Generalized tangent cone and an optimization problem in a normed space
Generalized second-order derivatives and optimality conditions
Scalarization and optimality conditions for strict minimizers in multiobjective optimization via contingent epiderivatives
Geometric optimization using nonlinear rotation-invariant coordinates
Multiobjective approximate gradient projection method for constrained vector optimization: sequential optimality conditions without constraint qualifications
Characterizations of optimality in convex programming: the nondifferentiable case
Set-valued systems with infinite-dimensional image and applications
Variable selection using MM algorithms
An extension of the Hestenes necessary condition
Normality, controllability and properness in optimal control
Sequential optimality conditions for optimization problems with additional abstract set constraints
Derived sets for weak multiobjective optimization problems with state and control variables
Approximate necessary conditions for locally weak Pareto optimality

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