Results 21 to 30 of about 1,995,695 (219)
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
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Stationary Point Sets: Convex Quadratic Optimization is Universal in Nonlinear Optimization [PDF]
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
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On Mond–Weir-Type Robust Duality for a Class of Uncertain Fractional Optimization Problems
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
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Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems
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
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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
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Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities [PDF]
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
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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
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Duality without constraint qualification in nonsmooth optimization
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
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Lagrange-type duality in DC programming problems with equivalent DC inequalities
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
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The Lagrangian, constraint qualifications and economics
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
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