Generalized convexity and concavity of the optimal value function in nonlinear programming.
Jerzy KyparisisAnthony V. FiaccoPublished in: Math. Program. (1987)
Keyphrases
- nonlinear programming
- stationary points
- linear programming
- quadratic function
- optimality conditions
- optimization problems
- convex hull
- variational inequalities
- linear constraints
- equality and inequality constraints
- dynamic programming
- semidefinite programming
- optimal solution
- worst case
- equality constraints
- exact algorithms
- computational complexity