Directional derivative of the marginal function in nonlinear programming

perturbations differential stability optimal value function Hadamard directional derivative marginal value function constant rank regularity assumption

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, parametric optimization (90C31)

Cited In (97)

A re-examination of constrained Pareto inefficiency in economies with incomplete markets
Maximum likelihood estimation of symmetric group-based models via numerical algebraic geometry
R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications
Note on Mangasarian-Fromovitz-like constraint qualifications
On Lipschitz continuity of projections onto polyhedral moving sets
Directional Necessary Optimality Conditions for Bilevel Programs
On M-stationarity conditions in MPECs and the associated qualification conditions
Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints
On the best achievable quality of limit points of augmented Lagrangian schemes
Nonmonotone inexact restoration approach for minimization with orthogonality constraints
On the sensitivity of a Euclidean projection
Relaxation approaches for nonlinear sparse optimization problems
Optimality conditions and exact penalty for mathematical programs with switching constraints
Directional derivative of the value function for parametric set-constrained optimization problems
Solving quadratic multi-leader-follower games by smoothing the follower's best response
ADMM for multiaffine constrained optimization
On Local Error Bound in Nonlinear Programs
Directional Lipschitzian optimal solution of infinite-dimensional optimization problems
The computation of approximate feedback Stackelberg equilibria in multiplayer nonlinear constrained dynamic games
Generalized sensitivity analysis of nonlinear programs using a sequence of quadratic programs
Rank theorem in infinite dimension and Lagrange multipliers
Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming
On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
Convergence results of an augmented Lagrangian method using the exponential penalty function
Sufficient Optimality Conditions in Bilevel Programming
Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
Relation between the constant rank and the relaxed constant rank constraint qualifications
Tangency and differentiation: Marginal functions
An application of matrix computations to classical second-order optimality conditions
A Penalty Relaxation Method for Image Processing Using Euler's Elastica Model
A relaxed constant positive linear dependence constraint qualification and applications
A reduced Hessian SQP method for inequality constrained optimization
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
A Newton-type method for quasi-equilibrium problems and applications
On tangent cone to systems of inequalities and equations in Banach spaces under relaxed constant rank condition
Directional differentiability of optimal solutions under Slater's condition
Robinson Stability of Parametric Constraint Systems via Variational Analysis
Second order multipliers and marginal function in non linear programs
Exact penalty functions for convex bilevel programming problems.
Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
Directional derivative estimates for the optimal value function of a quasidifferentiable programming problem
A new constraint qualification condition
On a smooth dual gap function for a class of quasi-variational inequalities
Complete Characterizations of Tilt Stability in Nonlinear Programming under Weakest Qualification Conditions
Directional derivatives of optimal value functions in mathematical programming
Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation
A globally convergent regularized interior point method for constrained optimization
A proximal Newton-type method for equilibrium problems
A practicable way for computing the directional derivative of the optimal value function in convex programming
Farkas' theorem of nonconvex type and its application to a min-max problem
Directional differentiation of marginal functions in mathematical programming problems
The generalized jacobian of the optimal solution in parametric optimization
New constraint qualifications and optimality conditions for second order cone programs
Optimality conditions and global convergence for nonlinear semidefinite programming
Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
On a smooth dual gap function for a class of player convex generalized Nash equilibrium problems
Implications of the constant rank constraint qualification
Nonsmooth optimization reformulations of player convex generalized Nash equilibrium problems
On relaxing the Mangasarian-Fromovitz constraint qualification
A constant rank constraint qualification in continuous-time nonlinear programming
Title not available (Why is that?)
First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
Second-order enhanced optimality conditions and constraint qualifications
Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization
Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification
A smoothing Newton method for semi-infinite programming
Nonsmooth optimization reformulations characterizing all solutions of jointly convex generalized Nash equilibrium problems
On error bounds and Newton-type methods for generalized Nash equilibrium problems
Approximate first-order and second-order directional derivatives of a marginal function in convex optimization
Towards an efficient augmented Lagrangian method for convex quadratic programming
On relaxed constant rank regularity condition in mathematical programming
Moreau-Yosida regularization of Lagrangian-dual functions for a class of convex optimization problems
Error estimation in nonlinear optimization
A globalized Newton method for the computation of normalized Nash equilibria
Value functions and their directional derivatives in parametric nonlinear programming
Second-order optimality conditions for mathematical programs with equilibrium constraints
Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method
Constraint qualification with Schauder basis for infinite programming problems
On error bounds for quasinormal programs
Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
On second-order optimality conditions for vector optimization
Sensitivity analysis for variational inequalities and nonlinear complementarity problems
On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming
Generalized Sensitivity Analysis of Nonlinear Programs
On Lipschitz-like continuity of a class of set-valued mappings
A quadratically approximate framework for constrained optimization, global and local convergence
Constant-rank condition and second-order constraint qualification
Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and Their Practical Implications
A necessary and a sufficient optimality condition for bilevel programming problems
Erratum to: ``New constraint qualifications and optimality conditions for second order cone programs

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