A Lagrange multiplier rule with small convex-valued subdifferentials for nonsmooth problems of mathematical programming involving equality and nonfunctional constraints.
Alexander D. IoffePublished in: Math. Program. (1993)
Keyphrases
- mathematical programming
- stationary points
- lagrange multipliers
- linear programming
- combinatorial optimization
- constrained optimization
- robust optimization
- mixed integer linear
- mathematical program
- optimization approaches
- controlled tabular adjustment
- optimality conditions
- objective function
- neural network
- support vector regression
- vehicle routing problem
- model selection