\(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions
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Publication:1199753
DOI10.1007/BF01580901zbMath0778.90054MaRDI QIDQ1199753
Publication date: 16 January 1993
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Related Items (11)
ε-Pareto Optimality Conditions for Convex Multiobjective Programming via Max Function ⋮ Generalized augmented Lagrangian problem and approximate optimal solutions in nonlinear programming ⋮ ε-Optimality Conditions for Vector Optimization Problems with Set-Valued Maps ⋮ \(\epsilon \)-optimal solutions in nonconvex semi-infinite programs with support functions ⋮ Multiplier rules and saddle-point theorems for Helbig's approximate solutions in convex Pareto problems ⋮ Unnamed Item ⋮ Sequential optimality conditions for multiobjective fractional programming problems ⋮ \(\varepsilon\)-optimality and duality for multiobjective fractional programming ⋮ Duality for \(\varepsilon \)-variational inequality ⋮ \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints ⋮ ε-approximate solutions in multiobjective optimization
Cites Work
- Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
- Exact penalty functions and stability in locally Lipschitz programming
- Exact penalty functions in nonlinear programming
- Necessary conditions for ε-optimality
- ε-Optimal solutions in nondifferentiable convex programming and some related questions
- Necessary and sufficient conditions for a penalty method to be exact
- Penalty functions in ε-programming and ε-minimax problems
- Sufficiency of Exact Penalty Minimization
- Non-Linear Programming Via Penalty Functions
- Convex Analysis
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