Optimality conditions and duality for mathematical programming with equilibrium constraints including multiple interval-valued objective functions on Hadamard manifolds
From MaRDI portal
Publication:6498442
DOI10.1007/S13160-024-00646-6MaRDI QIDQ6498442
Publication date: 7 May 2024
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Optimality conditions and duality in mathematical programming (90C46) Semi-infinite programming (90C34) Optimality conditions for free problems in two or more independent variables (49K10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
- Nonsmooth interval-valued optimization and saddle-point optimality criteria
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- New efficiency conditions for multiobjective interval-valued programming problems
- Multiobjective optimization problems with equilibrium constraints
- Smooth nonlinear optimization of \(\mathbb R^n\)
- Portfolio selection problem with interval coefficients
- Using interval analysis for solving planar single-facility location problems: New discarding tests
- Optimality conditions and duality results for nonsmooth vector optimization problems with the multiple interval-valued objective function
- On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints
- On a class of constrained interval-valued optimization problems governed by mechanical work cost functionals
- Karush-Kuhn-Tucker optimality conditions and duality for convex semi-infinite programming with multiple interval-valued objective functions
- Optimality conditions and duality for multiobjective semi-infinite programming on Hadamard manifolds
- Scaled constraint qualifications for generalized equation constrained problems and application to nonsmooth mathematical programs with equilibrium constraints
- Stochastic multiobjective problems with complementarity constraints and applications in healthcare management
- Nonconvex weak sharp minima on Riemannian manifolds
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
- Necessary conditions in multiobjective optimization with equilibrium constraints
- Abadie-type constraint qualification for mathematical programs with equilibrium constraints
- Multiobjective programming in optimization of the interval objective function
- Optimality and duality for nonsmooth mathematical programming problems with equilibrium constraints
- Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results
- A duality theorem for non-linear programming
- Equilibrium problems with equilibrium constraints via multiobjective optimization
- An Introduction to Optimization on Smooth Manifolds
- The KKT optimality conditions for optimization problem with interval-valued objective function on Hadamard manifolds
- Intrinsic Formulation of KKT Conditions and Constraint Qualifications on Smooth Manifolds
- Set-valued analysis
- Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators
- On optimality conditions and duality for multiobjective optimization with equilibrium constraints
- Optimality conditions and duality for nonsmooth multiobjective semi-infinite programming problems on Hadamard manifolds
- Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach
This page was built for publication: Optimality conditions and duality for mathematical programming with equilibrium constraints including multiple interval-valued objective functions on Hadamard manifolds
