Saddle point optimality criteria for mathematical programming problems with equilibrium constraints

DOI10.1016/j.orl.2017.03.009zbMath1409.90192OpenAlexW2605888768MaRDI QIDQ1728223

Yogendra Pandey, Yadvendra Singh, Shashi Kant Mishra

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.03.009

zbMATH Keywords

saddle point optimality criteriaLagrange duallitymathematical problems with equilibrium constraints

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Related Items (8)

Characterization results of solutions in interval-valued optimization problems with mixed constraints ⋮ Saddle-point optimality criteria involving (p, b, d)-invexity and (p, b, d)-pseudoinvexity in interval-valued optimisation problems ⋮ Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators ⋮ Mangasarian-type second- and higher-order duality for mathematical programs with complementarity constraints ⋮ Lagrange Duality and Saddle Point Optimality Conditions for Multiobjective Semi-Infinite Programming with Vanishing Constraints ⋮ On a modified optimal control problem with first-order PDE constraints and the associated saddle-point optimality criterion ⋮ Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints ⋮ Criteria of saddle points for the general form of vector optimization problem in complex space

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