Extensions of Lagrange Multipliers in Nonlinear Programming

Cited in

(30)

Some characterizations of perturbational dual problems
scientific article; zbMATH DE number 3948007 (Why is no real title available?)
Duality in nonlinear multiobjective programming using augmented Lagrangian functions
Some general Lagrangian duality theorems
A new duality theory for mathematical programming
On duality-separability-relations
Penalty function versus non-penalty function methods for constrained nonlinear programming problems
A maximum entropy method for a robust portfolio problem
Additively separable duality theory
Theorems of the alternative and optimality conditions
Efficient market-clearing prices in markets with nonconvexities
On a Lagrangian sufficient optimality condition
Maximum-entropy approach in linear programs.
The use of Hestenes' method of multipliers to resolve dual gaps in engineering system optimization
A general theory of dual optimization problems
scientific article; zbMATH DE number 3841951 (Why is no real title available?)
A theoretical and empirical investigation on the Lagrangian capacities of the \(0\)-\(1\) multidimensional knapsack problem
A parallel iterative algorithm for structural optimization
Vector optimization and generalized Lagrangian duality
On abstract duality in mathematical programming
Effective method for constrained minimum - reverse bridge theorem
An elementary survey of general duality theory in mathematical programming
Semidifferentiable functions and necessary optimality conditions
Optimal control under nonconvexity: A generalized Hamiltonian approach
A generalized Lagrangian function and multiplier method
A generalization of Lagrange's method of undetermined multipliers using zero-zone functionals
Decomposition in large system optimization using the method of multipliers
Comments on the general duality survey by J. Tind and L.A. Wolsey
Johri's general dual, the Lagrangian dual, and the surrogate dual
Duality in nonlinear programs using augmented Lagrangian functions

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