A tutorial note on a convexification procedure in non-convex semi-infinite optimization
From MaRDI portal
Publication:5154504
Recommendations
- On saddle points in nonconvex semi-infinite programming
- Local convexification of the Lagrangian function in nonconvex optimization
- On the convexification procedure for nonconvex and nonsmooth infinite dimensional optimization problems
- Convexification and concavification methods for some global optimization problems
- Multiobjective semi-infinite optimization: convexification and properly efficient points
Cites work
- scientific article; zbMATH DE number 3752608 (Why is no real title available?)
- scientific article; zbMATH DE number 3755766 (Why is no real title available?)
- scientific article; zbMATH DE number 125252 (Why is no real title available?)
- scientific article; zbMATH DE number 3593326 (Why is no real title available?)
- scientific article; zbMATH DE number 1047600 (Why is no real title available?)
- scientific article; zbMATH DE number 1786295 (Why is no real title available?)
- A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
- Bi-level strategies in semi-infinite programming.
- Definitheitsbedingungen für relative Extrema bei Optimierungs- und Approximationsaufgaben
- Existence theorems in vector optimization
- Generalized semi-infinite programming: a tutorial
- Local convexification of the Lagrangian function in nonconvex optimization
- Local saddle points and convexification for nonconvex optimization problems
- Multicriteria Optimization
- Multiobjective semi-infinite optimization: convexification and properly efficient points
- Multiple criteria optimization: State of the art annotated bibliographic surveys
- Necessary conditions for Pareto optimality in simultaneous Chebyshev best approximation
- Nonlinear optimization in finite dimensions. Morse theory, Chebyshev approximation, transversality, flows, parametric aspects
- On Proper Efficiency in Multiobjective Semi-infinite Optimization
- On duality in multiobjective semi-infinite optimization
- On existence and uniqueness of stationary points in semi-infinite optimization
- On feasible sets defined through Chebyshev approximation
- On regularity and stability in semi-infinite optimization
- On saddle points in nonconvex semi-infinite programming
- On sufficient conditions for local optimality in semi-infinite programming
- Optimization. Algorithms and consistent approximations
- Proper efficiency and the theory of vector maximization
- Saddle point generation in nonlinear nonconvex optimization
- Second order optimality conditions for generalized semi-infinite programming problems
- Semi-Infinite Programming: Theory, Methods, and Applications
- Semi-infinite programming, duality, discretization and optimality conditions†
- Semi-infinite programming. Recent advances
- Semi-infinite programming. Workshop, Cottbus, Germany, September 1996
- Stable local minimizers in semi-infinite optimization: Regularity and second-order conditions
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- Zero duality gap for a class of nonconvex optimization problems
Cited in
(1)
This page was built for publication: A tutorial note on a convexification procedure in non-convex semi-infinite optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5154504)
