Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications

DOI10.1007/S10107-013-0667-7zbMATH Open1285.90078OpenAlexW2041718604MaRDI QIDQ353154FDOQ353154

Authors: Jane J. Ye, Jin Zhang 

Publication date: 12 July 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-013-0667-7

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zbMATH Keywords

nonsmooth analysisvalue functionlimiting subdifferentialcalmnessconstraint qualificationcomplementary violation conditionenhanced Fritz John conditionenhanced KKT conditionLjusternik theoremlocal error boundpseudonormalquasinormal

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52)

Cites Work

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Cited In (23)

• Directional Quasi-/Pseudo-Normality as Sufficient Conditions for Metric Subregularity
• Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints
• New Constraint Qualifications for S-Stationarity for MPEC with Nonsmooth Objective
• Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
• Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
• Second-order enhanced optimality conditions and constraint qualifications
• A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences
• New results on constraint qualifications for nonlinear extremum problems and extensions
• Karush-Kuhn-Tucker conditions and Lagrangian approach for improving machine learning techniques: a survey and new developments
• Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
• Necessary optimality conditions and exact penalization for non-Lipschitz nonlinear programs
• On enhanced KKT optimality conditions for smooth nonlinear optimization
• A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
• Saddle point approximation approaches for two-stage robust optimization problems
• Constraint qualifications for nonsmooth programming
• Multiobjective Problems: Enhanced Necessary Conditions and New Constraint Qualifications through Convexificators
• Characterization of generalized FJ and KKT conditions in nonsmooth nonconvex optimization
• On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
• Characterizing FJ and KKT Conditions in Nonconvex Mathematical Programming with Applications
• Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint
• On an \(l_1\) exact penalty result for mathematical programs with vanishing constraints
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