In the present paper a kind of bilevel programming problem in 0-1 variables, based on the mathematical model attached by us to a concrete portfolio optimization problem, is analyzed. The upper level function is to be ...
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In earlier results by Sposito and David, Kuhn—Tucker duality was established over nondegenerate cone domains (not necessarily polyhedral) without differentiability under a certain natural modification of the Slater c...
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The purpose of this paper is to present sufficient conditions for the existence of optimal solutions to integer and mixed-integer programming problems in the absence of upper bounds on the integer variables. It is sho...
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In this paper, the problem of minimizing a function f(x) subject to a constraint φ{symbol}(x)=0 is considered. Here, f is a scalar, x an n-vector, and φ{symbol} a q-vector, with q<n. The use of the augmented pena...
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In this paper, the problem of minimizing a function f(x) subject to a constraint φ{symbol}(x)=0 is considered. Here, f is a scalar, x an n-vector, and φ{symbol} a q-vector, with q
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