Notes on some constraint qualifications for mathematical programs with equilibrium constraints
From MaRDI portal
Publication:1949561
DOI10.1007/s10957-012-0084-8zbMath1280.90115OpenAlexW2028885955MaRDI QIDQ1949561
Publication date: 8 May 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0084-8
constraint qualificationmathematical program with equilibrium constraintsBouligand stationarityMordukhovich stationarity
Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming ⋮ Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators ⋮ Second-order optimality conditions for mathematical programs with equilibrium constraints ⋮ A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints ⋮ A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods ⋮ An augmented Lagrangian method for optimization problems with structured geometric constraints ⋮ Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming ⋮ On mathematical programs with equilibrium constraints under data uncertainty ⋮ Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications ⋮ On quasidifferentiable mathematical programs with equilibrium constraints ⋮ New constraint qualifications for mathematical programs with second-order cone complementarity constraints ⋮ Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs ⋮ Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC ⋮ Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints ⋮ Lifted stationary points of sparse optimization with complementarity constraints ⋮ Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints ⋮ Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation ⋮ Some kind of Pareto stationarity for multiobjective problems with equilibrium constraints ⋮ New Constraint Qualifications for S-Stationarity for MPEC with Nonsmooth Objective ⋮ Saddle point optimality criteria for mathematical programming problems with equilibrium constraints ⋮ A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences ⋮ Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators ⋮ New results on constraint qualifications for nonlinear extremum problems and extensions ⋮ Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property ⋮ Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints ⋮ On Lipschitz-like continuity of a class of set-valued mappings ⋮ Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints ⋮ Wolfe-type duality for mathematical programs with equilibrium constraints ⋮ Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications ⋮ On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints ⋮ Duality for nonsmooth mathematical programming problems with equilibrium constraints ⋮ New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences ⋮ Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches ⋮ Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints ⋮ Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints ⋮ Necessary Optimality Conditions for Optimal Control Problems with Equilibrium Constraints ⋮ Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences ⋮ R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
Cites Work
- Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- A relaxed constant positive linear dependence constraint qualification and applications
- On metric and calmness qualification conditions in subdifferential calculus
- On regularity for constrained extremum problems. II: Necessary optimality conditions
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- On M-stationary points for mathematical programs with equilibrium constraints
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties
- Parametric Nonlinear Programming Problems under the Relaxed Constant Rank Condition
- Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results
- A direct proof for M-stationarity under MPEC-GCQ for mathematical programs with equilibrium constraints
- On the Guignard constraint qualification for mathematical programs with equilibrium constraints
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
This page was built for publication: Notes on some constraint qualifications for mathematical programs with equilibrium constraints