Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
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- Bilevel optimization for calibrating point spread functions in blind deconvolution
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- Existence of solution and algorithms for a class of bilevel variational inequalities with hierarchical nesting structure
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- First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints
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- Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints
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- Multilevel (Hierarchical) Optimization: Complexity Issues, Optimality Conditions, Algorithms
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints
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- Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
- Some properties of regularization and penalization schemes for MPECs
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- Variational methods for emerging real-life and environmental conservation problems
- Global efficiency for multiobjective bilevel programming problems under generalized invexity
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- Exact formulas for the proximal/regular/limiting normal cone of the second-order cone complementarity set
- Mathematical programs with equilibrium constraints: A brief survey of methods and optimality conditions
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- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Exact penalization for cardinality and rank-constrained optimization problems via partial regularization
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- Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound
- Relaxed constant positive linear dependence constraint qualification for disjunctive systems
- Approximate Karush-Kuhn-Tucker condition for multi-objective optimistic bilevel programming problems
- New constraint qualifications for mathematical programs with second-order cone complementarity constraints
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- Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
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- A gentle introduction to algorithms for bilevel optimization from machine learning
- Stackelberg risk preference design
- Facial approach for constructing stationary points for mathematical programs with cone complementarity constraints
- Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints
- Optimality conditions for bilevel optimization with variational inequality constraints using approximations
- On penalty-based bilevel gradient descent method
- A bi-level approach for a dynamic multiple traveling salesman problem
- Partial augmented Lagrangian method for non-Lipschitz mathematical programs with complementarity constraints
- Duality-based single-level reformulations of bilevel optimization problems
- LCQPow: a solver for linear complementarity quadratic programs
- A penalty-based method for communication-efficient decentralized bilevel programming
- Optimization problems with equilibrium constraints and their numerical solution.
- On the existence of solutions to stochastic mathematical programs with equilibrium constraints
- A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
- A penalty function method based on bilevel programming for solving inverse optimal value problems
- Approximate KKT conditions for generalized bilevel optimization with a variational-inequality lower level
- Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
- A Lasry-Lions envelope approach for mathematical programs with complementarity constraints
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