Optimality and duality for nonsmooth minimax programming problems using convexifactor
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Cites work
- scientific article; zbMATH DE number 823381 (Why is no real title available?)
- scientific article; zbMATH DE number 3247810 (Why is no real title available?)
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- A generalized derivative for calm and stable functions
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- Hunting for a smaller convex subdifferential
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- Necessary conditions and sufficient conditions for static minmax problems
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- Nonsmooth calculus, minimality, and monotonicity of convexificators
- Nonsmooth minimax programming under locally Lipschitz \((\Phi , \rho )\)-invexity
- On minimax fractional optimality and duality with generalized convexity
- Optimality conditions for efficiency on nonsmooth multiobjective programming problems
- Optimization and nonsmooth analysis
- Parametric Saddle Point Criteria in Semi-Infinite Minimax Fractional Programming Problems Under (p,r)-Invexity
- Stronger Kuhn-Tucker type conditions in nonsmooth multiobjective optimization: Locally Lipschitz case
- The Linear Nonconvex Generalized Gradient and Lagrange Multipliers
- Wolfe-type duality involving \((B,\eta)\)-index functions for a minimax programming problem
Cited in
(5)- Approximate optimality for quasi approximate solutions in nonsmooth semi-infinite programming problems, using \(\varepsilon\)-upper semi-regular semi-convexificators
- Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints
- Sufficient optimality, duality and saddle point analysis in terms of convexificators for nonsmooth robust fractional interval-valued optimization problems
- Sufficient optimality conditions using convexifactors for optimistic bilevel programming problem
- Convexifactors, generalized convexity and vector optimization
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