Lagrange multiplier rules for weak approximate Pareto solutions of constrained vector optimization problems in Hilbert spaces
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Cites work
- scientific article; zbMATH DE number 1113627 (Why is no real title available?)
- scientific article; zbMATH DE number 2063780 (Why is no real title available?)
- scientific article; zbMATH DE number 3078986 (Why is no real title available?)
- A Smooth Variational Principle With Applications to Subdifferentiability and to Differentiability of Convex Functions
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- Degrees of Efficiency and Degrees of Minimality
- Epsilon efficiency
- First and second-order optimality conditions for convex composite multiobjective optimization
- Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints
- Ideal, weakly efficient solutions for vector optimization problems
- Necessary Suboptimality and Optimality Conditions via Variational Principles
- Nonsmooth analysis
- On several concepts for \(\varepsilon\)-efficiency
- Outcome space partition of the weight set in multiobjective linear programming
- Relative Pareto minimizers for multiobjective problems: Existence and optimality conditions
- The Lagrange Multiplier Rule in Set-Valued Optimization
- Variational Analysis
- Variational methods in partially ordered spaces
Cited in
(6)- Lagrange multipliers for \(\varepsilon \)-Pareto solutions in vector optimization with nonsolid cones in Banach spaces
- Lagrange multiplier rules for weak approximate Pareto solutions to constrained vector optimization problems with variable ordering structures
- Lagrange multiplier rules for approximate solutions in vector optimization
- Multiplier rules and saddle-point theorems for Helbig's approximate solutions in convex Pareto problems
- A Lagrange multiplier rule in Hilbert space
- Lagrange-like multiplier rules for weak approximate Pareto solutions of multiobjective constrained vector optimization problems
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