A refinement of an optimality criterion and its application to parametric programming

DOI10.1007/BF00935322zbMath0505.90076OpenAlexW2069835123MaRDI QIDQ1836593

Bruno Brosowski

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00935322

zbMATH Keywords

algorithmsparametric optimizationerror estimatesoptimality criteriasemi-infinite optimizationsemi-infinite linear minimizationsufficient condition for strong uniqueness

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Semi-infinite programming (90C34)

Related Items (4)

Unicity in linear optimization ⋮ Optimality theory for semi-infinite linear programming^∗ ⋮ Strong unicity and alternation for linear optimization ⋮ On the duality of a non-convex optimization problem and the strong unicity constant in linear Chebyshev approximation

Cites Work

• Further properties of Lagrange multipliers in nonsmooth optimization
• Point-to-Set Maps in Mathematical Programming
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