Title:
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A second order $\eta $-approximation method for constrained optimization problems involving second order invex functions (English) |
Author:
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Antczak, Tadeusz |
Language:
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English |
Journal:
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Applications of Mathematics |
ISSN:
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0862-7940 (print) |
ISSN:
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1572-9109 (online) |
Volume:
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54 |
Issue:
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5 |
Year:
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2009 |
Pages:
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433-445 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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A new approach for obtaining the second order sufficient conditions for nonlinear mathematical programming problems which makes use of second order derivative is presented. In the so-called second order $\eta $-approximation method, an optimization problem associated with the original nonlinear programming problem is constructed that involves a second order $\eta $-approximation of both the objective function and the constraint function constituting the original problem. The equivalence between the nonlinear original mathematical programming problem and its associated second order $\eta $-approximated optimization problem is established under second order invexity assumption imposed on the functions constituting the original optimization problem. (English) |
Keyword:
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mathematical programming |
Keyword:
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second order $\eta $-approximated optimization problem |
Keyword:
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second order invex function |
Keyword:
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second order optimality conditions |
MSC:
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52A01 |
MSC:
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90C26 |
MSC:
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90C30 |
MSC:
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90C46 |
idZBL:
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Zbl 1212.90307 |
idMR:
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MR2545410 |
DOI:
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10.1007/s10492-009-0028-2 |
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Date available:
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2010-07-20T13:20:49Z |
Last updated:
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2020-07-02 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/140377 |
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Reference:
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[1] Antczak, T.: An $\eta $-approximation approach to nonlinear mathematical programming problems involving invex functions.Numer. Funct. Anal. Optimization 25 (2004), 423-438. MR 2106268, 10.1081/NFA-200042183 |
Reference:
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
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