The parameter vector can be subject to a set of m linear equality and inequality constraints: The coefficients a ij and right-hand sides b i of the equality and inequality constraints are collected in ...

In this article, we derive second-order necessary conditions of optimality for an abstract optimization problem with equality and inequality constraints and constraints in the form of an inclusion ...

Recently, a new approach for optimization of conditional value-at-risk (CVAR) was suggested and tested with several applications. For continuous distributions, CVAR is defined as the expected loss ...

This is a preview. Log in through your library . Abstract The paper contains four theorems concerning first order necessary conditions for a minimum in nonsmooth optimization problems in Banach spaces ...

The parameter vector may be subject to a set of m linear equality and inequality constraints: A serious numerical problem can arise when some of the active constraints become (nearly) linearly ...