Abstract
This chapter studies optimization problems with constraints under special consideration of necessary and sufficient conditions for optimality of solution points. Although the theory to be presented is not immediately concerned with computational aspects of solution techniques, it nevertheless represents the foundation for the development of algorithms which will be introduced in the following chapters. Apart from their intrinsic relevance, some of these results also provide useful information about the sensitivity of an optimal solution.
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Eiselt, H.A., Sandblom, CL. (2019). Optimality Conditions and Duality Theory. In: Nonlinear Optimization . International Series in Operations Research & Management Science, vol 282. Springer, Cham. https://doi.org/10.1007/978-3-030-19462-8_4
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DOI: https://doi.org/10.1007/978-3-030-19462-8_4
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