Criticality of Lagrange multipliers in extended nonlinear optimization
From MaRDI portal
Abstract: The paper is devoted to the study and applications of criticality of Lagrange multipliers in variational systems, which are associated with the class of problems in composite optimization known as extended nonlinear programming (ENLP). The importance of both ENLP and the concept of multiplier criticality in variational systems has been recognized in theoretical and numerical aspects of optimization and variational analysis, while the criticality notion has never been investigated in the ENLP framework. We present here a systematic study of critical and noncritical multipliers in a general variational setting that covers, in particular, KKT systems in ENLP with establishing their verifiable characterizations as well as relationships between noncriticality and other stability notions in variational analysis. Our approach is mainly based on advanced tools of second-order variational analysis and generalized differentiation.
Recommendations
- Criticality of Lagrange multipliers in variational systems
- On analytical and computational stability of critical Lagrange multipliers
- Lagrange Multipliers in Nonsmooth Semi-Infinite Optimization Problems
- Critical Multipliers in Semidefinite Programming
- scientific article; zbMATH DE number 1488897
- Necessary Optimality Conditions for Nonsmooth Multicriterial Optimization Problems
- scientific article; zbMATH DE number 3936398
- Nonlinear Lagrange duality theorems and penalty function methods in continuous optimization
- Optimality criteria in nonlinear programming involving nonconvex functions
- An extension of lagrange multipliers
Cites work
- Characterization of the robust isolated calmness for a class of conic programming problems
- Characterizations of full stability in constrained optimization
- Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Complete Characterization of Openness, Metric Regularity, and Lipschitzian Properties of Multifunctions
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Critical multipliers in variational systems via second-order generalized differentiation
- Criticality of Lagrange multipliers in variational systems
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 1568999 (Why is no real title available?)
- Implicit Functions and Solution Mappings
- Newton-Type Methods for Optimization and Variational Problems
- On analytical and computational stability of critical Lagrange multipliers
- Stability of Locally Optimal Solutions
- Variational analysis and applications
Cited in
(8)- Critical multipliers in variational systems via second-order generalized differentiation
- Second order variational analysis of disjunctive constraint sets and its applications to optimization problems
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- scientific article; zbMATH DE number 3936398 (Why is no real title available?)
- Critical Multipliers in Semidefinite Programming
- Criticality of Lagrange multipliers in variational systems
- Variational analysis of a nonconvex and nonsmooth optimization problem: an introduction
- A general perturbed Newtonian framework and critical solutions of nonlinear equations
This page was built for publication: Criticality of Lagrange multipliers in extended nonlinear optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4986412)
