Results 21 to 30 of about 1,995,695 (219)

A Comparison of Normal Cone Conditions for Homotopy Methods for Solving Inequality Constrained Nonlinear Programming Problems

open access: yesAdvances in Mathematical Physics, 2020
Homotopy methods are powerful tools for solving nonlinear programming. Their global convergence can be generally established under conditions of the nonemptiness and boundness of the interior of the feasible set, the Positive Linear Independent ...
Zhengyong Zhou, Ting Zhang
doaj   +1 more source

Stationary Point Sets: Convex Quadratic Optimization is Universal in Nonlinear Optimization [PDF]

open access: yes, 2012
We investigate the local topological structure, stationary point sets in parametric optimization genericly may have. Our main result states that, up to stratified isomorphism, any such structure is already present in the small subclass of parametric ...
Günzel, Harald
core   +1 more source

On Mond–Weir-Type Robust Duality for a Class of Uncertain Fractional Optimization Problems

open access: yesAxioms, 2023
This article is focused on the investigation of Mond–Weir-type robust duality for a class of semi-infinite multi-objective fractional optimization with uncertainty in the constraint functions.
Xiaole Guo
doaj   +1 more source

Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems

open access: yesOpen Journal of Mathematical Optimization, 2022
In this paper, we mainly study error bounds for a single convex inequality and semi-infinite convex constraint systems, and give characterizations of stability of error bounds via directional derivatives. For a single convex inequality, it is proved that
Wei, Zhou, Théra, Michel, Yao, Jen-Chih
doaj   +1 more source

Robust Approximate Optimality Conditions for Uncertain Nonsmooth Optimization with Infinite Number of Constraints

open access: yesMathematics, 2018
This paper deals with robust quasi approximate optimal solutions for a nonsmooth semi-infinite optimization problems with uncertainty data. By virtue of the epigraphs of the conjugates of the constraint functions, we first introduce a robust type closed ...
Xiangkai Sun, Hongyong Fu, Jing Zeng
doaj   +1 more source

Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities [PDF]

open access: yes, 2001
Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the negative numbers, strictly convex but not necessarily differentiable.
Heinz H. Bauschke   +2 more
core   +5 more sources

Optimality conditions for strict minimizers of higher-order in semi-infinite multi-objective optimization

open access: yesJournal of Inequalities and Applications, 2016
This paper is devoted to the study of optimality conditions for strict minimizers of higher-order for a non-smooth semi-infinite multi-objective optimization problem.
Guolin Yu
doaj   +1 more source

Duality without constraint qualification in nonsmooth optimization

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2006
We are concerned with a nonsmooth multiobjective optimization problem with inequality constraints. In order to obtain our main results, we give the definitions of the generalized convex functions based on the generalized directional derivative. Under the
S. Nobakhtian
doaj   +1 more source

Lagrange-type duality in DC programming problems with equivalent DC inequalities

open access: yesJournal of Inequalities and Applications, 2016
In this paper, we provide Lagrange-type duality theorems for mathematical programming problems with DC objective and constraint functions. The class of problems to which Lagrange-type duality theorems can be applied is broader than the class in the ...
Ryohei Harada, Daishi Kuroiwa
doaj   +1 more source

The Lagrangian, constraint qualifications and economics

open access: yesMathematical Methods of Operations Research, 2022
AbstractConsidering constrained choice, practitioners and theorists frequently invoke a Lagrangian to generate optimality conditions. Regular use of that vehicle requires, however, some constraintqualification. Yet many economists go easy on the mathematics of that issue. Conversely, few mathematicians elaborate on the economics of the context. Thereby
Sjur D. Flåm, Jan-J. Rückmann
openaire   +3 more sources

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