Pareto Optimizing and Kuhn–Tucker Stationary Sequences

DOI10.1080/01630560701249954zbMath1123.90057OpenAlexW2015467215MaRDI QIDQ3444667

Mounir El Maghri, Benaissa Bernoussi

Publication date: 4 June 2007

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630560701249954

zbMATH Keywords

vector optimizationvariational principleapproximationerror boundunboundednessinfeasibilitywell-behavednessPareto infimal set

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Programming in abstract spaces (90C48)

Related Items (2)

Reduced Jacobian method ⋮ Pareto-Fenchel ε-Subdifferential Composition Rule and ε-Efficiency

Cites Work

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• A smooth variational principle with applications to Hamilton-Jacobi equations in infinite dimensions
• A Condition Number for Differentiable Convex Inequalities
• Global Regularity Theorems
• Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces
• Minimizing and Stationary Sequences of Constrained Optimization Problems
• Convex Functions with Unbounded Level Sets and Applications to Duality Theory
• Extension of Hoffman’s Error Bound to Polynomial Systems
• Convex Analysis

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