Generalized equations and their solutions, part II: Applications to nonlinear programming
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(only showing first 100 items - show all)- An improved local convergence analysis for a two-step Steffensen-type method
- Lipschitz properties of solutions in mathematical programming
- A semistrong sufficiency condition for optimality in nonconvex programming and its connection to the perturbation problem
- Sensitivity analysis for non-linear programs with linear constraints
- Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
- Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
- Proto-differentiability of set-valued mappings and its applications in optimization
- Directional Lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming
- Distribution sensitivity in stochastic programming
- Sensitivity analysis for nonsmooth generalized equations
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Local analysis of Newton-type methods for variational inequalities and nonlinear programming
- Local stability of solutions to differentiable optimization problems in Banach spaces
- First-order conditions for isolated locally optimal solutions
- Gauss-Newton methods for the complementarity problem
- Metric regularity of the feasible set mapping in semi-infinite optimization
- Stability for linearly constrained optimization problems
- Quantitative stability in stochastic programming
- A sensitivity result for semidefinite programs.
- A feasible and superlinear algorithm for inequality constrained minimization problems
- A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations
- On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians
- Extended semismooth Newton method for functions with values in a cone
- Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
- On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
- Full stability of general parametric variational systems
- A single-level reformulation of mixed integer bilevel programming problems
- Existence and continuity of solution trajectories of generalized equations with application in electronics
- Newton's method with feasible inexact projections for solving constrained generalized equations
- A bi-level programming approach for global investment strategies with financial intermediation
- Strong stability of stationary solutions and Karush-Kuhn-Tucker points in nonlinear optimization
- Implicit multifunction theorems for the sensitivity analysis of variational conditions
- On regularity and stability in semi-infinite optimization
- Stable local minimizers in semi-infinite optimization: Regularity and second-order conditions
- Strong Fermat rules for constrained set-valued optimization problems on Banach spaces
- The effect of calmness on the solution set of systems of nonlinear equations
- Optimal sensitivity based on IPOPT
- Improving the performance of a traffic system by fair rerouting of travelers
- An accelerated differential equation system for generalized equations
- Newton's method for solving generalized equations without Lipschitz condition
- Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
- The stationary point set map in general parametric optimization problems
- Circumcentering approximate reflections for solving the convex feasibility problem
- A study of piecewise linear-quadratic programs
- On the sensitivity of the optimal partition for parametric second-order conic optimization
- On parametric nonlinear programming
- Rank-two update algorithm versus Frank-Wolfe algorithm with away steps for the weighted Euclidean one-center problem
- Metrically regular mappings and its application to convergence analysis of a confined Newton-type method for nonsmooth generalized equations
- Computation of graphical derivatives of normal cone maps to a class of conic constraint sets
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Directional differentiability of optimal solutions under Slater's condition
- An improved local convergence analysis for Newton-Steffensen-type method
- Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
- Extended Newton-type method and its convergence analysis for nonsmooth generalized equations
- Is pessimistic bilevel programming a special case of a mathematical program with complementarity constraints?
- Maximization of homogeneous polynomials over the simplex and the sphere: structure, stability, and generic behavior
- A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
- Convergence analysis of a family of Steffensen-type methods for generalized equations
- Normal coderivative for multifunctions and implicit function theorems
- Differential variational inequalities
- A solution differentiability result for evolutionary quasi-variational inequalities
- Solution continuity in variational conditions
- Optimality conditions in smooth nonlinear programming
- Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming
- Yosida-regularization based differential equation approach to generalized equations with applications to nonlinear convex programming
- A globally convergent proximal Newton-type method in nonsmooth convex optimization
- Multi-dimensional path-dependent forward-backward stochastic variational inequalities
- Extended Newton-type method for nonsmooth generalized equation under (n, )-point-based approximation
- Sufficient conditions for the stability of the karush- kuhn - tucker point set in quadratic programming
- Discretization of semilinear bang-singular-bang control problems
- Convergent semidefinite programming relaxations for global bilevel polynomial optimization problems
- Elementary optimality conditions for nonlinear SDPs
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- On the sensitivity of a Euclidean projection
- Characterization of the robust isolated calmness for a class of conic programming problems
- Exact penalty functions and Lagrange multipliers
- An active set algorithm for nonlinear optimization with polyhedral constraints
- Stability of inclusions: characterizations via suitable Lipschitz functions and algorithms
- Sufficient Conditions for the Generalized Problem of Bolza
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- Convergence analysis of the Gauss-Newton-type method for Lipschitz-like mappings
- Lipschitzian properties of multifunctions
- Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
- Local epi-continuity and local optimization
- Estimates for Kuhn-Tucker points of perturbed convex programs
- On the directional derivative of the optimal solution mapping without linear independence constraint qualification
- The marginal value formula on regions of stability
- Perturbation analysis of optimization problems in banach spaces
- Stability and sensitivity analysis of solutions to weak vector variational inequalities
- Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization
- The generalized jacobian of the optimal solution in parametric optimization
- Prox-regularity approach to generalized equations and image projection
- Stability of random implicit multifunctions in separable Asplund spaces
- Convergence analysis of a variant of Newton-type method for generalized equations
- Some properties of regularization and penalization schemes for MPECs
- On sufficient conditions for local optimality in semi-infinite programming
- Stability of solutions for a class of nonlinear cone constrained optimization problems, part 1: Basic theory
- Sensitivity analysis for constraint and variational systems by means of set-valued differentiation
- Sequential quadratic programming methods for parametric nonlinear optimization
- New results on constraint qualifications for nonlinear extremum problems and extensions
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