Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...

The Constraint Reasoning and Optimization group, led by Professor Matti Järvisalo, focuses on the development and analysis of state-of-the-art decision, search, and optimization procedures, and their ...