Constrained estimation and the theorem of Kuhn-Tucker.
Discrete time optimal dividend problem with constant premium and exponentially distributed claims
An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.
Dualidad de Haar y problemas de momentos.
En la primera parte de este trabajo damos una versión simplificada de la conocida relación entre la dualidad en Programación Semi-Infinita y cierta clase de problemas de momentos, basándonos en las propiedades de los sistemas de Farkas-Minkowski. Planteamos a continuación otra clase de problemas de momentos para cuyo análisis resulta de utilidad una generalización del Lema de Farkas.
Duality for a fractional variational formulation using -approximated method
The present article explores the way -approximated method is applied to substantiate duality results for the fractional variational problems under invexity. -approximated dual pair is engineered and a careful study of the original dual pair has been done to establish the duality results for original problems. Moreover, an appropriate example is constructed based on which we can validate the established dual statements. The paper includes several recent results as special cases.
Duality for Multiobjective Fractional Programming Problems Involving -Type-I -Set -Functions
Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity.
Duality for optimal control-approximation problems with gauges.
Duality results involving functions associated to nonempty subsets of locally convex spaces.
Duality theory in mathematical programming and optimal control
Duality without constraint qualification in nonsmooth optimization.
Duals for classical inventory models via generalized geometric programming.
Efficiency and Duality for Multiobjective Fractional Variational Problems With -Quasiinvexity
El primer problema dual de optimización.
Epi-differentiability and optimality conditions for an extremal problem under inclusion constraints.
Exact l penalty function for nonsmooth multiobjective interval-valued problems
Our objective in this article is to explore the idea of an unconstrained problem using the exact l penalty function for the nonsmooth multiobjective interval-valued problem (MIVP) having inequality and equality constraints. First of all, we figure out the KKT-type optimality conditions for the problem (MIVP). Next, we establish the equivalence between the set of weak LU-efficient solutions to the problem (MIVP) and the penalized problem (MIVP) with the exact l penalty function. The utility of...
First and Second Order Necessary Optimality Conditions for Discrete Optimal Control Problems
First-Order Conditions for Optimization Problems with Quasiconvex Inequality Constraints
2000 Mathematics Subject Classification: 90C46, 90C26, 26B25, 49J52.The constrained optimization problem min f(x), gj(x) ≤ 0 (j = 1,…p) is considered, where f : X → R and gj : X → R are nonsmooth functions with domain X ⊂ Rn. First-order necessary and first-order sufficient optimality conditions are obtained when gj are quasiconvex functions. Two are the main features of the paper: to treat nonsmooth problems it makes use of Dini derivatives; to obtain more sensitive conditions, it admits directionally...
Further study on strong Lagrangian duality property for invex programs via penalty functions.
Generalized -univex -set functions and global parametric sufficient optimality conditions in minmax fractional subset programming.
Generalized -univex -set functions and semiparametric duality models in multiobjective fractional subset programming.