Lagrange multipliers theorem and saddle point optimality criteria in mathematical programming

DOI10.1016/J.JMAA.2005.10.038zbMATH Open1102.90069OpenAlexW2120393601MaRDI QIDQ852755FDOQ852755

Authors: Duong Minh Duc, Nguyen Dinh Hoang, Nguyen Lam 

Publication date: 15 November 2006

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.10.038

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zbMATH Keywords

mathematical programmingsaddle pointLagrange multipliers theorem

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46)

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Cited In (9)

• Characterization results of solutions in interval-valued optimization problems with mixed constraints
• The method of Lagrange multipliers for the class of subsmooth mappings
• On incomplete Lagrange function and saddle point optimality criteria in mathematical programming
• Properties of derivates and some applications
• On a modified optimal control problem with first-order PDE constraints and the associated saddle-point optimality criterion
• Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
• Title not available (Why is that?)
• Saddle-point optimality criteria involving (p, b, d)-invexity and (p, b, d)-pseudoinvexity in interval-valued optimisation problems
• Title not available (Why is that?)

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