R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
From MaRDI portal
Publication:2116024
Abstract: The presence of Lipschitzian properties for solution mappings associated with nonlinear parametric optimization problems is desirable in the context of stability analysis or bilevel optimization. An example of such a Lipschitzian property for set-valued mappings, whose graph is the solution set of a system of nonlinear inequalities and equations, is R-regularity. Based on the so-called relaxed constant positive linear dependence constraint qualification, we provide a criterion ensuring the presence of the R-regularity property. In this regard, our analysis generalizes earlier results of that type which exploited the stronger Mangasarian-Fromovitz or constant rank constraint qualification. Afterwards, we apply our findings in order to derive new sufficient conditions which guarantee the presence of R-regularity for solution mappings in parametric optimization. Finally, our results are used to derive an existence criterion for solutions in pessimistic bilevel optimization and a sufficient condition for the presence of the so-called partial calmness property in optimistic bilevel optimization.
Recommendations
- Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
- On Lipschitz-like property for polyhedral moving sets
- On relaxed constant rank regularity condition in mathematical programming
- Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming
- Constraint qualifications and optimality conditions in bilevel optimization
Cites work
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 3823524 (Why is no real title available?)
- scientific article; zbMATH DE number 3965836 (Why is no real title available?)
- scientific article; zbMATH DE number 3791104 (Why is no real title available?)
- scientific article; zbMATH DE number 7005721 (Why is no real title available?)
- A relaxed constant positive linear dependence constraint qualification and applications
- A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
- Bilevel programming problems. Theory, algorithms and applications to energy networks
- Directional derivative of the marginal function in nonlinear programming
- Error bounds: necessary and sufficient conditions
- Foundations of bilevel programming
- Metric regularity and subdifferential calculus
- Multivalued analysis and nonlinear programming problems with perturbations
- Necessary optimality conditions in pessimistic bilevel programming
- New necessary optimality conditions for bilevel programs by combining the MPEC and value function approaches
- New necessary optimality conditions in optimistic bilevel programming
- New uniform parametric error bounds
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- On Lipschitz-like continuity of a class of set-valued mappings
- On Lipschitzian properties of implicit multifunctions
- On relaxed constant rank regularity condition in mathematical programming
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- On the solution of convex bilevel optimization problems
- Optimality conditions for bilevel programming problems
- Optimization and nonsmooth analysis
- Parametric Nonlinear Programming Problems under the Relaxed Constant Rank Condition
- Practical bilevel optimization. Algorithms and applications
- Regular Points of Lipschitz Functions
- Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
- Robinson Stability of Parametric Constraint Systems via Variational Analysis
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- Sensitivity analysis for two-level value functions with applications to bilevel programming
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Stability and regular points of inequality systems
- Stability of the solution set of perturbed nonsmooth inequality systems and application
- Sufficient conditions for error bounds and applications
- The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
- Variational Analysis
- Variational Stability and Marginal Functions via Generalized Differentiation
- Variational analysis of marginal functions with applications to bilevel programming
Cited in
(4)- First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
- Nonconvex quasi-variational inequalities: stability analysis and application to numerical optimization
- Extension of the value function reformulation to multiobjective bilevel optimization
- scientific article; zbMATH DE number 7733454 (Why is no real title available?)
This page was built for publication: R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2116024)
