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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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
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
Equivalent conditions for local error bounds
A property of efficient and \(\varepsilon\)-efficient solutions in vector optimization
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Necessary and sufficient optimality conditions for fuzzy variational problems of several dependent variables in terms of fuzzy granular derivatives
Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints
A General Sufficiency Theorem for Nonsmooth Nonlinear Programming
On approximate KKT condition and its extension to continuous variational inequalities
Indicating cones and the intersection principle for tangential approximants in abstract multiplier rules
On the best achievable quality of limit points of augmented Lagrangian schemes
An inner approximation method incorporating a branch and bound procedure for optimization over the weakly efficient set
Isolated efficiency in nonsmooth semi-infinite multi-objective programming
A short proof of a general multiplier rule
Marginal values and second-order necessary conditions for optimality
Role of copositivity in optimality criteria for nonconvex optimization problems
Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
Generalized second-order characterizations of convex functions
Approximation operators in optimization theory
Minimizing a differentiable function over a differential manifold
The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces
Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data
A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
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
Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
Using copositivity for global optimality criteria in concave quadratic programming problems
A stabilized filter SQP algorithm for nonlinear programming
Coercivity and image of constrained extremum problems
Higher-order optimality conditions for strict local minima
Second-order optimality conditions for a class of nonlinear programming problems
Une caractérisation complete des minima locaux en programmation quadratique
Optimality conditions for efficient solutions of nonconvex constrained multiobjective optimization problems via image space analysis
A vector space model approach to production planning for a multi-product, multi-cell and multi-stage manufacturing system
On the Caratheodory-John multiplier rule
Multiplier rules and the separation of convex sets
On the notion of tangent cone in mathematical programming
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
Optimal contract design in the joint economic lot size problem with multi-dimensional asymmetric information
Normality and uniqueness of Lagrange multipliers
Second-order enhanced optimality conditions and constraint qualifications
C^ 1 surface interpolation with constraints
On the accuracy and existence of solutions to primitive variable models of viscous incompressible fluids
Second-order conditions in c^{1, 1}optimization with applications
The Bellman equation for control of the running max of a diffusion and applications to look-back options
Approximate Karush-Kuhn-Tucker condition in multiobjective optimization
Lagrangian block diagonalization
Self-paced multi-view co-training
Dynamic programming and penalty functions
The geometrically nonlinear Cosserat micropolar shear–stretch energy. Part II: Non‐classical energy‐minimizing microrotations in 3D and their computational validation***
New performance indices for 6-dof UPS and 3-dof RPR parallel manipulators

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