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Theorems of the alternative and optimality conditions

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Penalty methods and augmented Lagrangians in nonlinear programming
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An elementary survey of general duality theory in mathematical programming
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Exact penalty functions in nonlinear programming
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Asymptotic duality over closed convex sets
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A theorem of the alternative with application to convex programming: Optimality, duality, and stability
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Duality Theorems and Theorems of the Alternative
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Nonlinear Programming--Sequential Unconstrained Minimization Techniques
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VARIATIONAL INEQUALITIES AND COMPLEMENTARITY PROBLEMS
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Extensions of Lagrange Multipliers in Nonlinear Programming
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Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
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Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
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Nonlinear Pricing: Applications to Concave Programming
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Nonlinear Programming.
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Recent Advances in Mathematical Programming

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Incoming claims: where this work appears in other papers’ reference lists and arguments.

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A SEPARATION APPROACH TO VECTOR QUASI-EQUILIBRIUM PROBLEMS: SADDLE POINT AND GAP FUNCTION
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On Nonlinear Pricing
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