On M-stationary points for mathematical programs with equilibrium constraints
From MaRDI portal
Recommendations
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Some results on mathematical programs with equilibrium constraints
- scientific article; zbMATH DE number 5773720
- scientific article; zbMATH DE number 1086742
- Mathematical programs with equilibrium constraints: the existence of feasible point
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- On the solution of mathematical programming problems with equilibrium constraints
- Stationary conditions for global or local optimality under some mathematical programs with equilibrium constraints
- A direct proof for M-stationarity under MPEC-GCQ for mathematical programs with equilibrium constraints
- On some optimality conditions for a class of problems in mathematical programming with equilibrium constraints
Cites work
- scientific article; zbMATH DE number 439536 (Why is no real title available?)
- scientific article; zbMATH DE number 50640 (Why is no real title available?)
- A Fritz John Approach to First Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints
- A Generalized Mathematical Program with Equilibrium Constraints
- Abadie-type constraint qualification for mathematical programs with equilibrium constraints
- Calmness and Exact Penalization
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
- Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Generalized differential calculus for nonsmooth and set-valued mappings
- Lagrange Multipliers for Nonconvex Generalized Gradients with Equality, Inequality, and Set Constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Maximum principle in the problem of time optimal response with nonsmooth constraints
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Necessary conditions in nonsmooth minimization via lower and upper subgradients
- On the Guignard constraint qualification for mathematical programs with equilibrium constraints
- Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints
- Some continuity properties of polyhedral multifunctions
- The nonlinear bilevel programming problem:formulations,regularity and optimality conditions
- Variational Analysis
Cited in
(50)- Reformulation of the M-stationarity conditions as a system of discontinuous equations and its solution by a semismooth Newton method
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Exact penalization and necessary optimality conditions for multiobjective optimization problems with equilibrium constraints
- Optimal control problems with terminal complementarity constraints
- On quasidifferentiable mathematical programs with equilibrium constraints
- Are weaker stationarity concepts of stochastic MPCC problems significant in absence of SMPCC-LICQ?
- Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
- Stationarity conditions and their reformulations for mathematical programs with vertical complementarity constraints
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
- Linearized M-stationarity conditions for general optimization problems
- Stationary conditions for global or local optimality under some mathematical programs with equilibrium constraints
- Nonsmooth Mathematical Programs with Vanishing Constraints in Banach Spaces
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Analysis and Solution Methods for Bilevel Optimal Control Problems
- Solving inverse optimal control problems via value functions to global optimality
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
- Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
- Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming
- Strongly stable C-stationary points for mathematical programs with complementarity constraints
- Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints
- Augmented Lagrangian neural network for solving mathematical programs with equilibrium constraints
- Duality results for quasidifferentiable mathematical programs with equilibrium constraints
- Optimality conditions for nonsmooth equilibrium problems via Hadamard directional derivative
- Necessary conditions in multiobjective optimization with equilibrium constraints
- MPCC: strong stability of \(m\)-stationary points
- Characterizing FJ and KKT conditions in nonconvex mathematical programming with applications
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
- Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints
- Limiting normal cone to quadric surfaces, local uniqueness and error bound in M-stationarity
- On the computation of linearly constrained stationary points
- scientific article; zbMATH DE number 5773720 (Why is no real title available?)
- Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
- Necessary and sufficient conditions for nonsmooth mathematical programs with equilibrium constraints
- A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
- Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints
- Several classes of stationary points for rank regularized minimization problems
- A Fritz John Approach to First Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints
- On nonsmooth mathematical programs with equilibrium constraints using generalized convexity
- STATIONARY INDEX AND ORIENTATION OF EQUALITY CONSTRAINED MULTIPARAMETRIC NONLINEAR PROGRAMS
- Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints
- Limiting normal cones to the union of two convex sets and M-stationarity: local uniqueness and stability in mathematical programming
- Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints
- First and second order optimality conditions for nonsmooth multiobjective problems with equilibrium constraints
- On mathematical programs with equilibrium constraints under data uncertainty
- Constraint qualifications for nonsmooth mathematical programs with equilibrium constraints
- scientific article; zbMATH DE number 7312757 (Why is no real title available?)
- On the existence of stationary points for the Steiglitz-McBride algorithm
- Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints
This page was built for publication: On M-stationary points for mathematical programs with equilibrium constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2566118)
