A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
Publication:368603
DOI10.1007/S10957-012-0227-YzbMath1272.90085OpenAlexW2038297680MaRDI QIDQ368603
Nguyen Huy Chieu, Gue Myung Lee
Publication date: 23 September 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0227-y
error boundsconstraint qualificationsmathematical programs with equilibrium constraintspiecewise programming approach
Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (16)
Cites Work
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Second-order subdifferentials and convexity of real-valued functions
- Three modeling paradigms in mathematical programming
- Characterizing convexity of a function by its Fréchet and limiting second-order subdifferentials
- A relaxed constant positive linear dependence constraint qualification and applications
- Coderivative and monotonicity of continuous mappings
- Partial exact penalty for mathematical programs with equilibrium constraints
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
- Foundations of bilevel programming
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Characterization of strong stability for C-stationary points in MPCC
- Abadie-type constraint qualification for mathematical programs with equilibrium constraints
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
- On M-stationary points for mathematical programs with equilibrium constraints
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- On Second-Order Subdifferentials and Their Applications
- Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
- Parametric Nonlinear Programming Problems under the Relaxed Constant Rank Condition
- A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
- Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results
- On relaxed constant rank regularity condition in mathematical programming
- An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
- Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- A Fritz John Approach to First Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints
- Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
- Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints
- MPCC: Critical Point Theory
- Mathematical Programs with Equilibrium Constraints
This page was built for publication: A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints