Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
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Publication:346833
DOI10.1007/s10957-016-0885-2zbMath1349.90837OpenAlexW2252823212MaRDI QIDQ346833
Yogendra Pandey, Shashi Kant Mishra
Publication date: 30 November 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-016-0885-2
Related Items (15)
Constraint qualifications and stationary conditions for mathematical programming with non-differentiable vanishing constraints ⋮ Robust strong duality for nonconvex optimization problem under data uncertainty in constraint ⋮ On semi-infinite mathematical programming problems with equilibrium constraints using generalized convexity ⋮ New dualities for mathematical programs with vanishing constraints ⋮ Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications ⋮ 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 ⋮ Optimality and duality for nonsmooth mathematical programming problems with equilibrium constraints ⋮ Unnamed Item ⋮ Saddle point optimality criteria for mathematical programming problems with equilibrium constraints ⋮ Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators ⋮ Optimality conditions and duality in terms of convexificators for multiobjective bilevel programming problem with equilibrium constraints ⋮ On nonsmooth mathematical programs with equilibrium constraints using generalized convexity ⋮ Some results on mathematical programs with equilibrium constraints ⋮ On sufficiency and duality theorems for nonsmooth semi-infinite mathematical programming problem with equilibrium constraints
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